+0.4%
STM vs DOCN
+182.8%
-182.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -15.9% | +3.5% | -7.8% |
| 7D | -20.1% | -29.3% | +9.2% | -11.7% |
| 30D | -32.0% | -46.0% | +14.1% | -19.5% |
| 3M | -24.2% | -43.2% | +19.0% | -12.6% |
| 6M | -29.9% | -53.7% | +23.8% | -15.1% |
| YTD | +54.9% | +46.9% | +8.0% | +33.0% |
| 1Y | +68.0% | +54.3% | +13.7% | +41.8% |
| All | +0.4% | +182.8% | -182.4% | -30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling