-26.9%
STZ vs DOC
-22.8%
-4.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +4.3% |
| 7D | +13.0% | +8.7% | +4.2% | +9.9% |
| 30D | +29.4% | +7.6% | +21.8% | +26.3% |
| 3M | +11.6% | -5.3% | +16.9% | +13.5% |
| 6M | -0.2% | +27.6% | -27.8% | -8.6% |
| YTD | +8.6% | +32.4% | -23.9% | -2.3% |
| 1Y | +15.9% | +22.9% | -6.9% | +7.1% |
| 3Y | -35.4% | +43.1% | -78.5% | -43.7% |
| 5Y | -26.9% | -21.4% | -5.5% | -23.3% |
| All | -26.9% | -22.8% | -4.1% | -23.3% |
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