-73.2%
DOCS vs STZ
-33.3%
-39.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -1.4% | -1.9% | +0.5% | -1.0% |
| 30D | +21.8% | -1.9% | +23.7% | +22.4% |
| 3M | +27.3% | -6.2% | +33.5% | +28.8% |
| 6M | -0.3% | -14.0% | +13.7% | +2.1% |
| YTD | -40.5% | -5.1% | -35.4% | -40.8% |
| 1Y | -61.5% | -9.6% | -52.0% | -61.3% |
| 3Y | +8.2% | -47.2% | +55.4% | +26.9% |
| All | -73.2% | -33.3% | -39.9% | -66.6% |
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