+24.5%
DOC vs ZYBT
-27.7%
+52.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.8% |
| 7D | +5.9% | +12.0% | -6.2% | +5.9% |
| 30D | +10.3% | -13.9% | +24.1% | +10.3% |
| 3M | -2.2% | -21.2% | +19.0% | -2.2% |
| 6M | +8.2% | +56.8% | -48.6% | +9.9% |
| YTD | +35.4% | +29.6% | +5.8% | +37.4% |
| All | +24.5% | -27.7% | +52.1% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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