-70.5%
DOCU vs STZ
-27.7%
-42.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -3.2% | +11.8% | -15.0% | -6.4% |
| 30D | +15.7% | +26.0% | -10.3% | +8.0% |
| 3M | +37.3% | +11.5% | +25.7% | +32.8% |
| 6M | +63.1% | -2.0% | +65.1% | +63.0% |
| YTD | +15.4% | +7.9% | +7.5% | +9.2% |
| 1Y | +11.3% | +13.9% | -2.6% | +2.7% |
| 3Y | +92.1% | -35.8% | +127.9% | +119.7% |
| 5Y | -70.5% | -28.4% | -42.1% | -68.8% |
| All | -70.5% | -27.7% | -42.8% | -68.8% |
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 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