+60.1%
DOCN vs Z
-64.8%
+124.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.9% |
| 7D | +1.1% | -3.0% | +4.1% | +2.5% |
| 30D | -9.6% | -4.2% | -5.5% | -9.0% |
| 3M | -37.7% | -3.7% | -34.0% | -38.7% |
| 6M | +115.2% | -24.5% | +139.7% | +139.1% |
| YTD | +133.7% | -49.3% | +183.0% | +218.3% |
| 1Y | +250.2% | -58.7% | +308.8% | +428.5% |
| 3Y | +320.3% | -34.1% | +354.4% | +348.1% |
| All | +60.1% | -64.8% | +124.9% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling