-51.1%
DOCS vs Z
-54.8%
+3.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -10.6% | +6.4% | +0.7% |
| 7D | -1.3% | -2.3% | +0.9% | -0.6% |
| 30D | +19.4% | +9.4% | +10.0% | +13.4% |
| 3M | +53.4% | -16.1% | +69.5% | +64.5% |
| 6M | +28.8% | -30.4% | +59.2% | +50.3% |
| YTD | -25.1% | -55.6% | +30.5% | +6.0% |
| 1Y | -48.1% | -58.5% | +10.4% | -24.6% |
| 3Y | +51.4% | -19.6% | +71.0% | +42.6% |
| 5Y | -51.1% | -54.1% | +3.0% | -48.8% |
| All | -51.1% | -54.8% | +3.7% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling