+14.7%
STM vs DOC
+43.5%
-28.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.2% | -7.0% |
| 7D | -6.0% | +8.7% | -14.8% | -8.4% |
| 30D | -20.9% | +7.6% | -28.6% | -22.9% |
| 3M | -15.8% | -5.3% | -10.5% | -14.4% |
| 6M | -17.0% | +27.6% | -44.7% | -25.7% |
| YTD | +76.8% | +32.4% | +44.4% | +55.1% |
| 1Y | +96.5% | +22.9% | +73.6% | +77.8% |
| All | +14.7% | +43.5% | -28.9% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling