-34.6%
DOCS vs STRL
+1,180.6%
-1,215.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -21.5% | +27.8% | +9.2% |
| 7D | +1.2% | -27.1% | +28.3% | +4.9% |
| 30D | +21.3% | -45.8% | +67.1% | +30.7% |
| 3M | +58.4% | -47.6% | +106.0% | +70.6% |
| 6M | +39.3% | -46.4% | +85.7% | +39.3% |
| YTD | -21.7% | -7.4% | -14.3% | -33.7% |
| 1Y | -47.3% | -25.9% | -21.5% | -53.0% |
| 3Y | +58.2% | +273.4% | -215.3% | -16.3% |
| 5Y | -52.3% | +944.4% | -996.7% | -85.2% |
| All | -34.6% | +1,180.6% | -1,215.2% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling