+678.9%
STM vs DOC
-2.1%
+681.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.6% |
| 7D | +5.8% | -1.5% | +7.3% | +6.4% |
| 30D | -1.0% | -4.8% | +3.8% | +0.9% |
| 3M | -33.3% | +6.9% | -40.1% | -35.6% |
| 6M | +57.4% | +20.7% | +36.6% | +43.2% |
| YTD | +102.2% | +34.1% | +68.0% | +75.3% |
| 1Y | +99.6% | +22.6% | +77.0% | +79.4% |
| 3Y | +14.5% | +20.8% | -6.3% | +2.1% |
| 5Y | +21.4% | -24.9% | +46.2% | +30.8% |
| All | +678.9% | -2.1% | +681.0% | +675.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling