-47.3%
DOCS vs Z
-54.2%
+6.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.4% | -3.1% | +1.9% |
| 7D | +1.2% | +10.2% | -8.9% | -3.4% |
| 30D | +21.3% | +23.7% | -2.4% | +8.7% |
| 3M | +58.4% | -6.6% | +64.9% | +61.8% |
| 6M | +39.3% | -23.0% | +62.3% | +52.6% |
| YTD | -21.7% | -50.3% | +28.6% | -2.7% |
| 1Y | -47.3% | -53.6% | +6.3% | -33.5% |
| All | -47.3% | -54.2% | +6.8% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling