+11.3%
DOCU vs STZ
+13.3%
-2.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | -5.5% | +4.9% | -10.5% | -5.6% |
| 30D | +12.6% | +20.9% | -8.2% | +13.0% |
| 3M | +36.4% | +8.0% | +28.4% | +35.8% |
| 6M | +66.8% | -5.3% | +72.1% | +60.3% |
| YTD | +13.5% | +5.9% | +7.5% | +12.7% |
| 1Y | +11.3% | +14.2% | -2.9% | +21.2% |
| All | +11.3% | +13.3% | -2.0% | +21.2% |
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