+573.6%
STX vs DOC
-22.8%
+596.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.3% | -8.8% |
| 7D | -20.2% | +8.7% | -28.9% | -21.8% |
| 30D | -37.2% | +7.6% | -44.8% | -38.5% |
| 3M | -34.1% | -5.3% | -28.8% | -33.3% |
| 6M | -24.5% | +27.6% | -52.1% | -31.8% |
| YTD | +102.9% | +32.4% | +70.5% | +78.8% |
| 1Y | +123.8% | +22.9% | +100.9% | +103.4% |
| 3Y | +718.1% | +43.1% | +675.0% | +578.6% |
| 5Y | +573.6% | -21.4% | +595.0% | +635.8% |
| All | +573.6% | -22.8% | +596.4% | +635.8% |
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