+944.4%
STRL vs DOC
-22.8%
+967.2%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.1% | -24.6% | -22.4% |
| 7D | -27.1% | +8.7% | -35.8% | -29.2% |
| 30D | -45.8% | +7.6% | -53.4% | -47.4% |
| 3M | -47.6% | -5.3% | -42.4% | -46.9% |
| 6M | -46.4% | +27.6% | -74.0% | -52.4% |
| YTD | -7.4% | +32.4% | -39.8% | -19.3% |
| 1Y | -25.9% | +22.9% | -48.7% | -33.4% |
| 3Y | +273.4% | +43.1% | +230.3% | +208.6% |
| 5Y | +944.4% | -21.4% | +965.8% | +1,013.8% |
| All | +944.4% | -22.8% | +967.2% | +1,013.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling