+111.3%
DOCN vs ZETA
+318.9%
-207.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.6% | +2.0% | +6.7% |
| 7D | +3.7% | +18.8% | -15.0% | -2.4% |
| 30D | -33.7% | +12.6% | -46.3% | -36.1% |
| 3M | -27.9% | +29.5% | -57.4% | -34.4% |
| 6M | -46.4% | +128.6% | -175.0% | -62.1% |
| YTD | +81.1% | +85.5% | -4.3% | +35.1% |
| 1Y | +74.3% | +90.6% | -16.3% | +28.0% |
| 3Y | +245.8% | +358.0% | -112.2% | +38.4% |
| 5Y | -23.7% | +282.0% | -305.7% | -70.8% |
| All | +111.3% | +318.9% | -207.5% | -16.2% |
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