+87.1%
DOCN vs ZBRA
-30.6%
+117.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.6% |
| 7D | -12.1% | -2.5% | -9.7% | -10.4% |
| 30D | -41.0% | -17.0% | -24.0% | -33.3% |
| 3M | -38.7% | -15.0% | -23.7% | -32.1% |
| 6M | -51.5% | +42.2% | -93.7% | -64.5% |
| YTD | +65.3% | +32.4% | +32.9% | +25.5% |
| 1Y | +53.9% | +23.3% | +30.6% | +23.2% |
| 3Y | +215.6% | +55.9% | +159.7% | +89.6% |
| 5Y | -26.2% | -44.8% | +18.6% | +11.2% |
| All | +87.1% | -30.6% | +117.7% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling