+3,541.4%
STRL vs DOC
+14.9%
+3,526.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.2% | -13.6% | -13.8% |
| 7D | -34.6% | +6.2% | -40.8% | -36.5% |
| 30D | -56.7% | +6.5% | -63.1% | -58.1% |
| 3M | -54.4% | -6.2% | -48.2% | -53.6% |
| 6M | -69.7% | +25.6% | -95.3% | -73.2% |
| YTD | -20.2% | +32.1% | -52.3% | -31.3% |
| 1Y | -40.6% | +20.3% | -60.9% | -46.7% |
| 3Y | +221.7% | +42.7% | +178.9% | +161.4% |
| 5Y | +799.0% | -22.2% | +821.1% | +848.9% |
| All | +3,541.4% | +14.9% | +3,526.5% | +3,174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling