+62.8%
DOCS vs STZ
-35.6%
+98.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.3% | +1.0% | +5.7% |
| 7D | +1.2% | +13.0% | -11.8% | -0.2% |
| 30D | +21.3% | +29.4% | -8.1% | +17.7% |
| 3M | +58.4% | +11.6% | +46.8% | +56.2% |
| 6M | +39.3% | -0.2% | +39.5% | +37.9% |
| YTD | -21.7% | +8.6% | -30.3% | -23.3% |
| 1Y | -47.3% | +15.9% | -63.3% | -48.9% |
| All | +62.8% | -35.6% | +98.4% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling