-35.6%
DOCN vs Z
-55.4%
+19.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +3.7% |
| 7D | -19.2% | -4.6% | -14.6% | -17.5% |
| 30D | -43.1% | +8.3% | -51.4% | -46.6% |
| 3M | -40.7% | -11.6% | -29.1% | -39.9% |
| 6M | -55.0% | -33.6% | -21.3% | -47.6% |
| YTD | +50.6% | -56.7% | +107.3% | +119.8% |
| 1Y | +54.0% | -59.1% | +113.1% | +131.4% |
| 3Y | +203.9% | -20.4% | +224.3% | +160.7% |
| All | -35.6% | -55.4% | +19.8% | -20.5% |
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