-17.9%
STM vs DOCS
-54.0%
+36.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.3% | -8.1% | -11.7% |
| 7D | -20.1% | -1.3% | -18.7% | -19.9% |
| 30D | -32.0% | +19.4% | -51.4% | -33.9% |
| 3M | -24.2% | +53.4% | -77.6% | -29.9% |
| 6M | -29.9% | +28.8% | -58.7% | -34.3% |
| YTD | +54.9% | -25.1% | +80.0% | +59.8% |
| 1Y | +68.0% | -48.1% | +116.1% | +86.0% |
| 3Y | -0.1% | +51.4% | -51.5% | -17.8% |
| 5Y | -17.9% | -51.1% | +33.2% | -20.5% |
| All | -17.9% | -54.0% | +36.1% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling