-9.6%
STZ vs DOC
+23.9%
-33.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -1.9% | -1.5% | -0.4% | -1.6% |
| 30D | -1.9% | -4.8% | +2.9% | -0.9% |
| 3M | -6.2% | +6.9% | -13.1% | -7.5% |
| 6M | -14.0% | +20.7% | -34.8% | -16.8% |
| YTD | -5.1% | +34.1% | -39.3% | -10.5% |
| 1Y | -9.6% | +22.6% | -32.2% | -12.1% |
| All | -9.6% | +23.9% | -33.4% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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