+204.3%
STLA vs DOC
+68.3%
+136.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.7% |
| 7D | -0.6% | +8.7% | -9.4% | -3.5% |
| 30D | +3.6% | +7.6% | -4.1% | +0.8% |
| 3M | -20.6% | -5.3% | -15.4% | -19.4% |
| 6M | -34.3% | +27.6% | -61.9% | -40.4% |
| YTD | -57.3% | +32.4% | -89.7% | -62.0% |
| 1Y | -52.6% | +22.9% | -75.5% | -56.7% |
| 3Y | -73.1% | +43.1% | -116.2% | -77.0% |
| 5Y | -68.7% | -21.4% | -47.3% | -67.3% |
| 10Y | +29.2% | +16.8% | +12.4% | +18.2% |
| All | +204.3% | +68.3% | +136.0% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling