+504.0%
STRL vs DOC
+20.8%
+483.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.6% | +6.3% |
| 7D | +3.4% | -1.5% | +4.9% | +3.8% |
| 30D | -9.2% | -4.8% | -4.5% | -8.0% |
| 3M | -51.0% | +6.9% | -57.9% | -52.8% |
| 6M | +15.8% | +20.7% | -5.0% | +5.8% |
| YTD | +58.9% | +34.1% | +24.7% | +39.4% |
| 1Y | +68.5% | +22.6% | +45.9% | +52.7% |
| All | +504.0% | +20.8% | +483.3% | +437.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling