+13.9%
STM vs DOCN
+70.4%
-56.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -15.9% | +3.5% | -8.1% |
| 7D | -20.1% | -29.3% | +9.2% | -12.2% |
| 30D | -32.0% | -46.0% | +14.1% | -20.0% |
| 3M | -24.2% | -43.2% | +19.0% | -13.2% |
| 6M | -29.9% | -53.7% | +23.8% | -15.6% |
| YTD | +54.9% | +46.9% | +8.0% | +33.0% |
| 1Y | +68.0% | +54.3% | +13.7% | +41.9% |
| 3Y | -0.1% | +185.5% | -185.7% | -32.7% |
| 5Y | -17.9% | -31.1% | +13.2% | -33.9% |
| All | +13.9% | +70.4% | -56.4% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling