-48.1%
DOCS vs STRL
-37.6%
-10.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.9% | +9.6% | -5.0% |
| 7D | -1.3% | -34.6% | +33.3% | -3.5% |
| 30D | +19.4% | -56.7% | +76.0% | +14.4% |
| 3M | +53.4% | -54.4% | +107.8% | +47.6% |
| 6M | +28.8% | -69.7% | +98.4% | +21.9% |
| YTD | -25.1% | -20.2% | -4.9% | -29.8% |
| 1Y | -48.1% | -40.6% | -7.6% | -49.3% |
| All | -48.1% | -37.6% | -10.5% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling