+13.7%
DOCU vs STZ
+14.7%
-1.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.2% | +0.1% |
| 7D | -3.7% | +13.0% | -16.7% | -3.8% |
| 30D | +15.0% | +29.4% | -14.5% | +15.5% |
| 3M | +39.9% | +11.6% | +28.3% | +39.4% |
| 6M | +66.2% | -0.2% | +66.4% | +61.2% |
| YTD | +17.7% | +8.6% | +9.1% | +16.3% |
| 1Y | +13.7% | +15.9% | -2.2% | +14.8% |
| All | +13.7% | +14.7% | -1.0% | +14.8% |
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