-5.8%
STM vs DOCS
-53.1%
+47.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.3% | -12.4% | -7.0% |
| 7D | -6.0% | +1.2% | -7.2% | -6.3% |
| 30D | -20.9% | +21.3% | -42.3% | -23.4% |
| 3M | -15.8% | +58.4% | -74.1% | -22.6% |
| 6M | -17.0% | +39.3% | -56.3% | -23.3% |
| YTD | +76.8% | -21.7% | +98.5% | +81.0% |
| 1Y | +96.5% | -47.3% | +143.8% | +117.0% |
| 3Y | +14.0% | +58.2% | -44.2% | -6.8% |
| 5Y | -5.8% | -52.3% | +46.5% | -9.3% |
| All | -5.8% | -53.1% | +47.3% | -9.3% |
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