-71.7%
DOCU vs STLA
-70.1%
-1.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.6% |
| 7D | -5.5% | -4.5% | -1.0% | -4.1% |
| 30D | +12.6% | -3.9% | +16.5% | +13.5% |
| 3M | +36.4% | -20.2% | +56.6% | +46.2% |
| 6M | +66.8% | -42.2% | +109.0% | +99.2% |
| YTD | +13.5% | -59.3% | +72.8% | +51.2% |
| 1Y | +11.3% | -56.1% | +67.4% | +41.8% |
| 3Y | +92.1% | -73.7% | +165.7% | +187.5% |
| All | -71.7% | -70.1% | -1.6% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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