+105.1%
DOCN vs ZBRA
-29.3%
+134.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.7% | +8.4% |
| 7D | +3.7% | -1.5% | +5.2% | +5.2% |
| 30D | -33.7% | -15.6% | -18.0% | -25.7% |
| 3M | -27.9% | -14.5% | -13.4% | -20.3% |
| 6M | -46.4% | +50.9% | -97.4% | -62.3% |
| YTD | +81.1% | +34.8% | +46.3% | +36.0% |
| 1Y | +74.3% | +28.3% | +46.0% | +35.7% |
| 3Y | +245.8% | +58.8% | +187.0% | +105.6% |
| 5Y | -23.7% | -44.0% | +20.3% | +13.9% |
| All | +105.1% | -29.3% | +134.4% | +176.0% |
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