-38.7%
DOCS vs Z
-75.1%
+36.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.0% |
| 7D | -0.8% | -4.6% | +3.8% | +1.0% |
| 30D | +17.4% | +8.3% | +9.1% | +12.5% |
| 3M | +57.4% | -11.6% | +69.0% | +64.3% |
| 6M | +26.5% | -33.6% | +60.2% | +49.1% |
| YTD | -26.6% | -56.7% | +30.1% | +2.2% |
| 1Y | -48.1% | -59.1% | +11.1% | -26.1% |
| 3Y | +52.6% | -20.4% | +73.0% | +48.6% |
| 5Y | -52.1% | -55.3% | +3.2% | -47.5% |
| All | -38.7% | -75.1% | +36.5% | -22.0% |
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