+15.6%
STLA vs DOC
+14.9%
+0.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -5.5% | +6.2% | -11.8% | -7.8% |
| 30D | -3.7% | +6.5% | -10.2% | -6.3% |
| 3M | -21.1% | -6.2% | -14.9% | -19.3% |
| 6M | -38.3% | +25.6% | -63.9% | -44.7% |
| YTD | -59.2% | +32.1% | -91.3% | -64.5% |
| 1Y | -56.7% | +20.3% | -77.0% | -60.7% |
| 3Y | -74.3% | +42.7% | -117.1% | -78.8% |
| 5Y | -70.2% | -22.2% | -48.1% | -68.3% |
| All | +15.6% | +14.9% | +0.7% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling