-37.4%
DOCS vs STT
+139.6%
-177.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.7% | +0.4% | -1.8% |
| 7D | -1.3% | -4.9% | +3.6% | +1.4% |
| 30D | +19.4% | -6.0% | +25.4% | +23.4% |
| 3M | +53.4% | -11.7% | +65.1% | +63.0% |
| 6M | +28.8% | +11.7% | +17.1% | +19.3% |
| YTD | -25.1% | +30.4% | -55.5% | -37.0% |
| 1Y | -48.1% | +43.9% | -92.1% | -58.9% |
| 3Y | +51.4% | +165.4% | -114.0% | -16.9% |
| 5Y | -51.1% | +101.0% | -152.1% | -71.3% |
| All | -37.4% | +139.6% | -177.0% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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