-37.4%
DOCS vs Z
-74.5%
+37.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -10.6% | +6.4% | +0.3% |
| 7D | -1.3% | -2.3% | +0.9% | -0.6% |
| 30D | +19.4% | +9.4% | +10.0% | +13.9% |
| 3M | +53.4% | -16.1% | +69.5% | +63.7% |
| 6M | +28.8% | -30.4% | +59.2% | +48.6% |
| YTD | -25.1% | -55.6% | +30.5% | +3.2% |
| 1Y | -48.1% | -58.5% | +10.4% | -26.8% |
| 3Y | +51.4% | -19.6% | +71.0% | +46.9% |
| 5Y | -51.1% | -54.1% | +3.0% | -47.0% |
| All | -37.4% | -74.5% | +37.1% | -21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling