-61.7%
STLA vs DOC
-24.5%
-37.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | +2.6% | -1.5% | +4.1% | +3.2% |
| 30D | -1.2% | -4.8% | +3.5% | +0.6% |
| 3M | -24.8% | +6.9% | -31.6% | -27.2% |
| 6M | -25.6% | +20.7% | -46.3% | -32.1% |
| YTD | -48.9% | +34.1% | -83.1% | -55.9% |
| 1Y | -38.8% | +22.6% | -61.4% | -44.9% |
| 3Y | -64.5% | +20.8% | -85.4% | -68.4% |
| All | -61.7% | -24.5% | -37.1% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling