-50.3%
DOCS vs STRL
+2,096.3%
-2,146.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.8% | -8.5% | -3.6% |
| 7D | -1.4% | +3.4% | -4.8% | -2.0% |
| 30D | +21.8% | -9.2% | +31.1% | +23.3% |
| 3M | +27.3% | -51.0% | +78.3% | +40.2% |
| 6M | -0.3% | +15.8% | -16.1% | -12.2% |
| YTD | -40.5% | +58.9% | -99.4% | -52.6% |
| 1Y | -61.5% | +68.5% | -130.1% | -70.4% |
| 3Y | +8.2% | +485.2% | -477.0% | -44.8% |
| 5Y | -73.4% | +2,005.1% | -2,078.5% | -92.7% |
| All | -50.3% | +2,096.3% | -2,146.6% | -86.3% |
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