+102.6%
DOCU vs STLA
-62.5%
+165.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -1.0% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | +15.0% | +3.6% | +11.4% | +13.1% |
| 3M | +39.9% | -20.6% | +60.6% | +48.7% |
| 6M | +66.2% | -34.3% | +100.5% | +85.3% |
| YTD | +17.7% | -57.3% | +75.0% | +47.0% |
| 1Y | +13.7% | -52.6% | +66.3% | +36.1% |
| 3Y | +95.9% | -73.1% | +169.0% | +170.6% |
| 5Y | -71.7% | -68.7% | -2.9% | -64.5% |
| All | +102.6% | -62.5% | +165.1% | +112.7% |
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