+89.9%
DOCN vs ZETA
+259.8%
-170.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +4.5% | +3.6% | +6.3% |
| 7D | -12.8% | +6.2% | -19.0% | -14.5% |
| 30D | -41.9% | -2.0% | -39.9% | -41.0% |
| 3M | -36.9% | +21.7% | -58.6% | -41.4% |
| 6M | -52.2% | +89.1% | -141.4% | -63.7% |
| YTD | +62.7% | +59.3% | +3.4% | +28.6% |
| 1Y | +58.2% | +66.2% | -7.9% | +22.3% |
| 3Y | +219.5% | +297.3% | -77.8% | +34.8% |
| 5Y | -32.9% | +227.5% | -260.3% | -72.7% |
| All | +89.9% | +259.8% | -170.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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