-38.8%
STLA vs DOC
+23.9%
-62.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | +2.6% | -1.5% | +4.1% | +2.9% |
| 30D | -1.2% | -4.8% | +3.5% | -0.3% |
| 3M | -24.8% | +6.9% | -31.6% | -26.2% |
| 6M | -25.6% | +20.7% | -46.3% | -29.7% |
| YTD | -48.9% | +34.1% | -83.1% | -53.3% |
| 1Y | -38.8% | +22.6% | -61.4% | -44.5% |
| All | -38.8% | +23.9% | -62.6% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling