-73.2%
DOCS vs Z
-64.8%
-8.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.6% | -1.8% |
| 7D | -1.4% | -3.0% | +1.6% | -0.2% |
| 30D | +21.8% | -4.2% | +26.0% | +24.0% |
| 3M | +27.3% | -3.7% | +31.0% | +28.8% |
| 6M | -0.3% | -24.5% | +24.2% | +11.5% |
| YTD | -40.5% | -49.3% | +8.8% | -22.0% |
| 1Y | -61.5% | -58.7% | -2.9% | -45.6% |
| 3Y | +8.2% | -34.1% | +42.3% | +16.9% |
| All | -73.2% | -64.8% | -8.4% | -73.7% |
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