+1,019.5%
STX vs DOC
-24.5%
+1,044.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.2% | +6.8% |
| 7D | +2.4% | -1.5% | +3.8% | +2.7% |
| 30D | +1.4% | -4.8% | +6.2% | +2.6% |
| 3M | -8.2% | +6.9% | -15.1% | -11.0% |
| 6M | +127.0% | +20.7% | +106.3% | +110.4% |
| YTD | +209.1% | +34.1% | +175.0% | +173.1% |
| 1Y | +365.4% | +22.6% | +342.8% | +325.2% |
| 3Y | +1,135.4% | +20.8% | +1,114.6% | +1,027.3% |
| All | +1,019.5% | -24.5% | +1,044.0% | +1,063.8% |
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