+324.3%
DOCN vs Z
-33.7%
+358.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.5% |
| 7D | +1.1% | -3.0% | +4.1% | +2.1% |
| 30D | -9.6% | -4.2% | -5.5% | -9.1% |
| 3M | -37.7% | -3.7% | -34.0% | -38.1% |
| 6M | +115.2% | -24.5% | +139.7% | +134.7% |
| YTD | +133.7% | -49.3% | +183.0% | +200.3% |
| 1Y | +250.2% | -58.7% | +308.8% | +389.2% |
| All | +324.3% | -33.7% | +358.0% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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