+15.7%
STM vs DOCS
+9.5%
+6.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +2.1% |
| 7D | +5.8% | -1.4% | +7.2% | +5.9% |
| 30D | -1.0% | +21.8% | -22.8% | -3.1% |
| 3M | -33.3% | +27.3% | -60.6% | -35.0% |
| 6M | +57.4% | -0.3% | +57.7% | +56.0% |
| YTD | +102.2% | -40.5% | +142.7% | +114.6% |
| 1Y | +99.6% | -61.5% | +161.1% | +125.7% |
| All | +15.7% | +9.5% | +6.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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