+196.4%
DOCN vs ZCMD
-100.0%
+296.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.4% | -15.4% | -15.8% |
| 7D | -29.3% | -12.9% | -16.4% | -29.1% |
| 30D | -46.0% | -45.3% | -0.8% | -45.6% |
| 3M | -43.2% | -59.4% | +16.2% | -42.6% |
| 6M | -53.7% | -99.8% | +46.0% | -56.4% |
| YTD | +46.9% | -99.9% | +146.8% | +37.8% |
| 1Y | +54.3% | -99.9% | +154.2% | +44.0% |
| All | +196.4% | -100.0% | +296.4% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 3y: compounded portfolio wealth divided by compounded ZCMD 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…
3y analysis · Full analysis span regression · 6 months rolling