+48.3%
STM vs DOCS
-36.0%
+84.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +2.3% |
| 7D | +5.8% | -1.4% | +7.2% | +6.0% |
| 30D | -1.0% | +21.8% | -22.8% | -4.4% |
| 3M | -33.3% | +27.3% | -60.6% | -36.2% |
| 6M | +57.4% | -0.3% | +57.7% | +54.1% |
| YTD | +102.2% | -40.5% | +142.7% | +114.7% |
| 1Y | +99.6% | -61.5% | +161.1% | +128.0% |
| 3Y | +14.5% | +8.2% | +6.3% | +3.8% |
| 5Y | +21.4% | -73.4% | +94.8% | +21.9% |
| All | +48.3% | -36.0% | +84.3% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling