+19.0%
STM vs DOCN
+74.7%
-55.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.7% |
| 7D | -10.7% | -19.2% | +8.4% | -5.3% |
| 30D | -25.7% | -43.1% | +17.3% | -14.0% |
| 3M | -21.6% | -40.7% | +19.1% | -11.2% |
| 6M | -27.8% | -55.0% | +27.2% | -12.5% |
| YTD | +61.8% | +50.6% | +11.1% | +38.0% |
| 1Y | +78.1% | +54.0% | +24.1% | +50.6% |
| 3Y | +4.9% | +203.9% | -199.0% | -30.4% |
| 5Y | -14.3% | -29.4% | +15.1% | -31.5% |
| All | +19.0% | +74.7% | -55.7% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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