-48.1%
DOCS vs STZ
+15.5%
-63.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | -1.3% | +11.8% | -13.1% | -2.8% |
| 30D | +19.4% | +26.0% | -6.6% | +15.9% |
| 3M | +53.4% | +11.5% | +41.9% | +50.9% |
| 6M | +28.8% | -2.0% | +30.7% | +24.9% |
| YTD | -25.1% | +7.9% | -32.9% | -26.7% |
| 1Y | -48.1% | +13.9% | -62.1% | -52.8% |
| All | -48.1% | +15.5% | -63.7% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling