-25.9%
STRL vs DOC
+21.8%
-47.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.1% | -24.6% | -21.6% |
| 7D | -27.1% | +8.7% | -35.8% | -27.6% |
| 30D | -45.8% | +7.6% | -53.4% | -46.2% |
| 3M | -47.6% | -5.3% | -42.4% | -46.7% |
| 6M | -46.4% | +27.6% | -74.0% | -52.7% |
| YTD | -7.4% | +32.4% | -39.8% | -20.4% |
| 1Y | -25.9% | +22.9% | -48.7% | -32.7% |
| All | -25.9% | +21.8% | -47.7% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling