-38.7%
DOCS vs STT
+140.1%
-178.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.8% | -2.5% | +1.7% | +0.6% |
| 30D | +17.4% | -5.0% | +22.4% | +20.7% |
| 3M | +57.4% | -10.5% | +67.8% | +66.0% |
| 6M | +26.5% | +10.0% | +16.5% | +18.3% |
| YTD | -26.6% | +30.7% | -57.3% | -38.3% |
| 1Y | -48.1% | +43.8% | -91.8% | -58.8% |
| 3Y | +52.6% | +168.1% | -115.4% | -16.6% |
| 5Y | -52.1% | +101.4% | -153.5% | -71.9% |
| All | -38.7% | +140.1% | -178.8% | -66.1% |
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