+60.1%
DOCN vs ZETA
+329.5%
-269.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +4.3% |
| 7D | +1.1% | +2.7% | -1.5% | 0.0% |
| 30D | -9.6% | +15.8% | -25.4% | -15.0% |
| 3M | -37.7% | +35.4% | -73.1% | -45.9% |
| 6M | +115.2% | +67.1% | +48.1% | +67.8% |
| YTD | +133.7% | +54.1% | +79.7% | +85.2% |
| 1Y | +250.2% | +67.8% | +182.3% | +165.7% |
| 3Y | +320.3% | +311.4% | +8.9% | +66.1% |
| All | +60.1% | +329.5% | -269.4% | -41.7% |
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