+14.1%
DOC vs ZYBT
-63.4%
+77.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.2% |
| 7D | +6.2% | -3.5% | +9.7% | +6.2% |
| 30D | +6.5% | +24.3% | -17.9% | +6.5% |
| 3M | -6.2% | -41.5% | +35.3% | -6.2% |
| 6M | +25.6% | +58.6% | -33.0% | +25.9% |
| YTD | +32.1% | +20.0% | +12.1% | +32.4% |
| 1Y | +20.3% | -35.2% | +55.5% | +21.2% |
| All | +14.1% | -63.4% | +77.5% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling