+75.8%
DOCN vs ZETA
+244.4%
-168.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.3% | -2.8% | +0.5% |
| 7D | -19.2% | -0.4% | -18.7% | -18.8% |
| 30D | -43.1% | -8.0% | -35.0% | -40.8% |
| 3M | -40.7% | +21.4% | -62.1% | -44.9% |
| 6M | -55.0% | +80.1% | -135.1% | -65.2% |
| YTD | +50.6% | +52.5% | -1.9% | +20.9% |
| 1Y | +54.0% | +58.5% | -4.5% | +21.1% |
| 3Y | +203.9% | +281.7% | -77.8% | +30.2% |
| 5Y | -29.4% | +237.3% | -266.6% | -71.2% |
| All | +75.8% | +244.4% | -168.6% | -25.0% |
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