+263.8%
STLA vs DOC
+70.5%
+193.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | -24.8% | +6.9% | -31.6% | -26.8% |
| 6M | -25.6% | +20.7% | -46.3% | -31.1% |
| YTD | -48.9% | +34.1% | -83.1% | -54.7% |
| 1Y | -38.8% | +22.6% | -61.4% | -43.9% |
| 3Y | -64.5% | +20.8% | -85.4% | -67.8% |
| 5Y | -62.4% | -24.9% | -37.6% | -60.1% |
| 10Y | +55.4% | -1.8% | +57.2% | +47.5% |
| All | +263.8% | +70.5% | +193.3% | +207.0% |
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