-32.8%
STZ vs DOC
-24.5%
-8.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.4% |
| 30D | -1.9% | -4.8% | +2.9% | -0.3% |
| 3M | -6.2% | +6.9% | -13.1% | -8.4% |
| 6M | -14.0% | +20.7% | -34.8% | -19.7% |
| YTD | -5.1% | +34.1% | -39.3% | -14.9% |
| 1Y | -9.6% | +22.6% | -32.2% | -16.4% |
| 3Y | -47.2% | +20.8% | -68.1% | -51.1% |
| All | -32.8% | -24.5% | -8.2% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling