+97.7%
DOCN vs STZ
-29.0%
+126.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +5.3% | -12.5% | -8.3% |
| 7D | -20.0% | +13.0% | -33.0% | -22.4% |
| 30D | -38.8% | +29.4% | -68.2% | -43.3% |
| 3M | -34.8% | +11.6% | -46.4% | -37.3% |
| 6M | -22.8% | -0.2% | -22.6% | -23.1% |
| YTD | +74.6% | +8.6% | +66.1% | +61.9% |
| 1Y | +116.4% | +15.9% | +100.5% | +93.5% |
| 3Y | +239.3% | -35.4% | +274.8% | +299.6% |
| 5Y | -20.2% | -26.9% | +6.6% | -10.9% |
| All | +97.7% | -29.0% | +126.7% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling