-72.3%
STLA vs DOC
+43.5%
-115.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.8% |
| 7D | -0.6% | +8.7% | -9.4% | -3.3% |
| 30D | +3.6% | +7.6% | -4.1% | +1.0% |
| 3M | -20.6% | -5.3% | -15.4% | -19.4% |
| 6M | -34.3% | +27.6% | -61.9% | -40.7% |
| YTD | -57.3% | +32.4% | -89.7% | -62.4% |
| 1Y | -52.6% | +22.9% | -75.5% | -56.9% |
| All | -72.3% | +43.5% | -115.9% | -76.7% |
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