+39.3%
DOCS vs STT
+15.3%
+24.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.2% | +6.7% |
| 7D | +1.2% | -0.1% | +1.3% | +1.1% |
| 30D | +21.3% | -1.7% | +23.0% | +20.1% |
| 3M | +58.4% | -6.4% | +64.8% | +55.0% |
| 6M | +39.3% | +17.7% | +21.6% | +55.1% |
| All | +39.3% | +15.3% | +24.0% | +55.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling