+66.4%
DOCN vs STZ
-29.5%
+95.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.6% | -15.2% | -15.7% |
| 7D | -29.3% | +11.8% | -41.1% | -31.2% |
| 30D | -46.0% | +26.0% | -72.0% | -49.6% |
| 3M | -43.2% | +11.5% | -54.7% | -45.4% |
| 6M | -53.7% | -2.0% | -51.8% | -53.7% |
| YTD | +46.9% | +7.9% | +39.1% | +36.5% |
| 1Y | +54.3% | +13.9% | +40.4% | +38.9% |
| 3Y | +185.5% | -35.8% | +221.4% | +236.8% |
| 5Y | -31.1% | -28.4% | -2.7% | -22.7% |
| All | +66.4% | -29.5% | +95.8% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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