-35.6%
DOCN vs STZ
-29.7%
-5.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.9% |
| 7D | -19.2% | +4.9% | -24.1% | -20.1% |
| 30D | -43.1% | +20.9% | -63.9% | -46.3% |
| 3M | -40.7% | +8.0% | -48.7% | -42.5% |
| 6M | -55.0% | -5.3% | -49.7% | -54.4% |
| YTD | +50.6% | +5.9% | +44.7% | +39.9% |
| 1Y | +54.0% | +14.2% | +39.7% | +36.8% |
| 3Y | +203.9% | -37.0% | +240.9% | +262.8% |
| All | -35.6% | -29.7% | -5.9% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling