-68.7%
STLA vs DOC
-22.8%
-45.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.6% |
| 7D | -0.6% | +8.7% | -9.4% | -3.9% |
| 30D | +3.6% | +7.6% | -4.1% | +0.4% |
| 3M | -20.6% | -5.3% | -15.4% | -19.2% |
| 6M | -34.3% | +27.6% | -61.9% | -41.7% |
| YTD | -57.3% | +32.4% | -89.7% | -63.1% |
| 1Y | -52.6% | +22.9% | -75.5% | -57.6% |
| 3Y | -73.1% | +43.1% | -116.2% | -78.2% |
| 5Y | -68.7% | -21.4% | -47.3% | -65.1% |
| All | -68.7% | -22.8% | -45.9% | -65.1% |
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