+97.7%
DOCN vs Z
-75.1%
+172.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +9.4% | -16.6% | -11.4% |
| 7D | -20.0% | +10.2% | -30.2% | -24.1% |
| 30D | -38.8% | +23.7% | -62.5% | -45.9% |
| 3M | -34.8% | -6.6% | -28.3% | -35.7% |
| 6M | -22.8% | -23.0% | +0.2% | -17.6% |
| YTD | +74.6% | -50.3% | +124.9% | +130.6% |
| 1Y | +116.4% | -53.6% | +170.0% | +195.3% |
| 3Y | +239.3% | -10.1% | +249.4% | +190.5% |
| 5Y | -20.2% | -49.8% | +29.5% | -13.6% |
| All | +97.7% | -75.1% | +172.8% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling