-5.8%
STM vs DOC
-22.8%
+17.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.2% | -7.3% |
| 7D | -6.0% | +8.7% | -14.8% | -9.4% |
| 30D | -20.9% | +7.6% | -28.6% | -23.7% |
| 3M | -15.8% | -5.3% | -10.5% | -14.2% |
| 6M | -17.0% | +27.6% | -44.7% | -27.7% |
| YTD | +76.8% | +32.4% | +44.4% | +50.4% |
| 1Y | +96.5% | +22.9% | +73.6% | +73.3% |
| 3Y | +14.0% | +43.1% | -29.1% | -9.9% |
| 5Y | -5.8% | -21.4% | +15.5% | +8.3% |
| All | -5.8% | -22.8% | +17.0% | +8.3% |
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 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