-52.3%
DOCS vs STT
+103.1%
-155.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.2% | +5.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | +21.3% | -1.7% | +23.0% | +22.5% |
| 3M | +58.4% | -6.4% | +64.8% | +63.3% |
| 6M | +39.3% | +17.7% | +21.6% | +25.4% |
| YTD | -21.7% | +36.9% | -58.6% | -36.0% |
| 1Y | -47.3% | +52.0% | -99.4% | -59.7% |
| 3Y | +58.2% | +178.6% | -120.4% | -16.3% |
| 5Y | -52.3% | +109.1% | -161.4% | -73.2% |
| All | -52.3% | +103.1% | -155.4% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling