+1,986.1%
STM vs DOC
+1,123.1%
+863.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.2% | -7.4% |
| 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% | -14.4% |
| 6M | -17.0% | +27.6% | -44.7% | -26.7% |
| YTD | +76.8% | +32.4% | +44.4% | +53.3% |
| 1Y | +96.5% | +22.9% | +73.6% | +75.5% |
| 3Y | +14.0% | +43.1% | -29.1% | -5.8% |
| 5Y | -5.8% | -21.4% | +15.5% | -0.4% |
| 10Y | +461.9% | +16.8% | +445.0% | +371.8% |
| All | +1,986.1% | +1,123.1% | +863.1% | +489.9% |
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