+103.7%
DOCN vs ZETA
+252.7%
-149.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.6% | -9.8% | -8.1% |
| 7D | -20.0% | -5.0% | -15.0% | -18.4% |
| 30D | -38.8% | -3.3% | -35.4% | -37.8% |
| 3M | -34.8% | +31.0% | -65.8% | -41.6% |
| 6M | -22.8% | +72.2% | -94.9% | -39.7% |
| YTD | +74.6% | +56.2% | +18.4% | +38.4% |
| 1Y | +116.4% | +90.3% | +26.1% | +58.1% |
| 3Y | +239.3% | +276.1% | -36.8% | +46.2% |
| 5Y | -20.2% | +254.7% | -274.9% | -68.0% |
| All | +103.7% | +252.7% | -149.0% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling