+1,907.5%
STX vs DOC
+14.9%
+1,892.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -0.2% | -16.0% | -16.2% |
| 7D | -33.4% | +6.2% | -39.6% | -34.6% |
| 30D | -42.1% | +6.5% | -48.6% | -43.3% |
| 3M | -44.3% | -6.2% | -38.0% | -43.6% |
| 6M | -39.4% | +25.6% | -65.0% | -44.7% |
| YTD | +70.0% | +32.1% | +37.9% | +51.3% |
| 1Y | +70.2% | +20.3% | +49.9% | +56.3% |
| 3Y | +585.2% | +42.7% | +542.4% | +485.6% |
| 5Y | +455.7% | -22.2% | +477.8% | +475.9% |
| All | +1,907.5% | +14.9% | +1,892.6% | +1,768.4% |
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