+102.6%
DOCU vs STZ
-25.8%
+128.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.3% | -5.2% | -1.2% |
| 7D | -3.7% | +13.0% | -16.7% | -6.9% |
| 30D | +15.0% | +29.4% | -14.5% | +7.2% |
| 3M | +39.9% | +11.6% | +28.3% | +35.7% |
| 6M | +66.2% | -0.2% | +66.4% | +65.4% |
| YTD | +17.7% | +8.6% | +9.1% | +12.8% |
| 1Y | +13.7% | +15.9% | -2.2% | +6.5% |
| 3Y | +95.9% | -35.4% | +131.3% | +115.5% |
| 5Y | -71.7% | -26.9% | -44.8% | -69.8% |
| All | +102.6% | -25.8% | +128.4% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling