+30.9%
DOCU vs STZ
-47.3%
+78.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | +6.9% | -1.9% | +8.8% | +7.0% |
| 30D | +19.0% | -1.9% | +20.9% | +19.2% |
| 3M | +34.3% | -6.2% | +40.5% | +34.8% |
| 6M | +48.0% | -14.0% | +62.0% | +48.6% |
| YTD | 0.0% | -5.1% | +5.1% | -1.3% |
| 1Y | -10.3% | -9.6% | -0.7% | -10.8% |
| All | +30.9% | -47.3% | +78.1% | +36.9% |
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