-46.8%
STZ vs DOC
+20.8%
-67.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.5% |
| 30D | -1.9% | -4.8% | +2.9% | -0.4% |
| 3M | -6.2% | +6.9% | -13.1% | -8.3% |
| 6M | -14.0% | +20.7% | -34.8% | -19.3% |
| YTD | -5.1% | +34.1% | -39.3% | -14.6% |
| 1Y | -9.6% | +22.6% | -32.2% | -16.0% |
| All | -46.8% | +20.8% | -67.6% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling