+72.2%
DOCU vs STZ
-35.1%
+107.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +6.9% | -1.9% | +8.8% | +7.4% |
| 30D | +19.0% | -1.9% | +20.9% | +19.6% |
| 3M | +34.3% | -6.2% | +40.5% | +36.3% |
| 6M | +48.0% | -14.0% | +62.0% | +52.7% |
| YTD | 0.0% | -5.1% | +5.1% | -0.6% |
| 1Y | -10.3% | -9.6% | -0.7% | -9.8% |
| 3Y | +32.4% | -47.2% | +79.6% | +54.7% |
| 5Y | -77.9% | -33.6% | -44.4% | -75.8% |
| All | +72.2% | -35.1% | +107.3% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling