+72.2%
DOCU vs STLA
-55.2%
+127.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.3% |
| 7D | +6.9% | +2.6% | +4.3% | +6.0% |
| 30D | +19.0% | -1.2% | +20.2% | +19.3% |
| 3M | +34.3% | -24.8% | +59.1% | +45.8% |
| 6M | +48.0% | -25.6% | +73.6% | +59.3% |
| YTD | 0.0% | -48.9% | +49.0% | +19.3% |
| 1Y | -10.3% | -38.8% | +28.5% | -1.2% |
| 3Y | +32.4% | -64.5% | +96.9% | +67.6% |
| 5Y | -77.9% | -62.4% | -15.5% | -73.6% |
| All | +72.2% | -55.2% | +127.4% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling