-71.7%
DOCU vs STZ
-29.7%
-42.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | -5.5% | +4.9% | -10.5% | -6.9% |
| 30D | +12.6% | +20.9% | -8.2% | +6.5% |
| 3M | +36.4% | +8.0% | +28.4% | +33.1% |
| 6M | +66.8% | -5.3% | +72.1% | +68.3% |
| YTD | +13.5% | +5.9% | +7.5% | +8.0% |
| 1Y | +11.3% | +14.2% | -2.9% | +2.4% |
| 3Y | +92.1% | -37.0% | +129.0% | +120.8% |
| All | -71.7% | -29.7% | -42.0% | -70.3% |
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