+196.4%
DOCN vs Z
-19.1%
+215.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -10.6% | -5.2% | -12.9% |
| 7D | -29.3% | -2.3% | -27.0% | -28.8% |
| 30D | -46.0% | +9.4% | -55.4% | -47.9% |
| 3M | -43.2% | -16.1% | -27.1% | -41.3% |
| 6M | -53.7% | -30.4% | -23.3% | -49.1% |
| YTD | +46.9% | -55.6% | +102.5% | +92.4% |
| 1Y | +54.3% | -58.5% | +112.9% | +107.5% |
| All | +196.4% | -19.1% | +215.5% | +206.0% |
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