+48.7%
STM vs DOCN
+171.0%
-122.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.1% |
| 7D | +5.8% | +1.1% | +4.7% | +5.4% |
| 30D | -1.0% | -9.6% | +8.6% | +1.2% |
| 3M | -33.3% | -37.7% | +4.4% | -25.0% |
| 6M | +57.4% | +115.2% | -57.9% | +24.6% |
| YTD | +102.2% | +133.7% | -31.5% | +55.0% |
| 1Y | +99.6% | +250.2% | -150.6% | +35.8% |
| 3Y | +14.5% | +320.3% | -305.8% | -30.1% |
| 5Y | +21.4% | +53.1% | -31.7% | -16.0% |
| All | +48.7% | +171.0% | -122.3% | -4.1% |
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