-31.1%
DOCN vs ZETA
+226.4%
-257.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.3% | -8.6% | -12.9% |
| 7D | -29.3% | -10.0% | -19.3% | -25.9% |
| 30D | -46.0% | -10.6% | -35.5% | -43.2% |
| 3M | -43.2% | +8.9% | -52.1% | -45.2% |
| 6M | -53.7% | +65.1% | -118.8% | -63.7% |
| YTD | +46.9% | +44.8% | +2.1% | +18.4% |
| 1Y | +54.3% | +47.8% | +6.5% | +22.6% |
| 3Y | +185.5% | +248.8% | -63.2% | +12.6% |
| 5Y | -31.1% | +220.3% | -251.4% | -77.3% |
| All | -31.1% | +226.4% | -257.5% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling