+455.7%
STX vs DOCN
-34.6%
+490.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -15.9% | -0.4% | -12.1% |
| 7D | -33.4% | -29.3% | -4.1% | -26.9% |
| 30D | -42.1% | -46.0% | +3.9% | -32.2% |
| 3M | -44.3% | -43.2% | -1.1% | -35.9% |
| 6M | -39.4% | -53.7% | +14.3% | -27.1% |
| YTD | +70.0% | +46.9% | +23.0% | +54.3% |
| 1Y | +70.2% | +54.3% | +15.8% | +53.0% |
| 3Y | +585.2% | +185.5% | +399.6% | +417.6% |
| 5Y | +455.7% | -31.1% | +486.8% | +380.1% |
| All | +455.7% | -34.6% | +490.2% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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