-64.6%
STLA vs DOC
+20.8%
-85.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | +2.6% | -1.5% | +4.1% | +3.1% |
| 30D | -1.2% | -4.8% | +3.5% | +0.3% |
| 3M | -24.8% | +6.9% | -31.6% | -26.9% |
| 6M | -25.6% | +20.7% | -46.3% | -31.2% |
| YTD | -48.9% | +34.1% | -83.1% | -55.0% |
| 1Y | -38.8% | +22.6% | -61.4% | -44.1% |
| All | -64.6% | +20.8% | -85.4% | -67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling