-54.2%
DOCS vs STRL
+779.4%
-833.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.4% |
| 7D | -0.8% | -26.9% | +26.1% | +2.4% |
| 30D | +17.4% | -52.7% | +70.1% | +27.9% |
| 3M | +57.4% | -52.8% | +110.2% | +70.6% |
| 6M | +26.5% | -71.5% | +98.0% | +44.4% |
| YTD | -26.6% | -17.4% | -9.1% | -36.7% |
| 1Y | -48.1% | -35.0% | -13.1% | -52.6% |
| 3Y | +52.6% | +239.2% | -186.6% | -15.9% |
| All | -54.2% | +779.4% | -833.6% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling