-26.2%
DOCN vs ZCMD
-100.0%
+73.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.6% |
| 7D | -12.1% | -3.0% | -9.1% | -12.1% |
| 30D | -41.0% | -39.5% | -1.5% | -40.6% |
| 3M | -38.7% | -57.8% | +19.1% | -38.1% |
| 6M | -51.5% | -99.7% | +48.2% | -53.5% |
| YTD | +65.3% | -99.9% | +165.1% | +57.4% |
| 1Y | +53.9% | -99.9% | +153.8% | +46.2% |
| 3Y | +215.6% | -100.0% | +315.5% | +203.3% |
| 5Y | -26.2% | -100.0% | +73.8% | -23.7% |
| All | -26.2% | -100.0% | +73.8% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling