+123.8%
STX vs DOC
+21.8%
+102.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.3% | -7.0% |
| 7D | -20.2% | +8.7% | -28.9% | -17.7% |
| 30D | -37.2% | +7.6% | -44.8% | -35.3% |
| 3M | -34.1% | -5.3% | -28.8% | -34.0% |
| 6M | -24.5% | +27.6% | -52.1% | -23.1% |
| YTD | +102.9% | +32.4% | +70.5% | +99.2% |
| 1Y | +123.8% | +22.9% | +100.9% | +131.3% |
| All | +123.8% | +21.8% | +102.0% | +131.3% |
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