+164.6%
DOCN vs STZ
-38.0%
+202.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | +1.1% | -1.9% | +3.1% | +1.8% |
| 30D | -9.6% | -1.9% | -7.8% | -9.5% |
| 3M | -37.7% | -6.2% | -31.5% | -37.2% |
| 6M | +115.2% | -14.0% | +129.2% | +122.4% |
| YTD | +133.7% | -5.1% | +138.8% | +126.1% |
| 1Y | +250.2% | -9.6% | +259.7% | +246.2% |
| 3Y | +320.3% | -47.2% | +367.5% | +444.1% |
| 5Y | +53.1% | -33.6% | +86.7% | +76.6% |
| All | +164.6% | -38.0% | +202.6% | +206.0% |
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 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