-38.8%
DOCS vs ZBRA
-36.4%
-2.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -0.6% |
| 7D | -0.6% | -2.5% | +1.9% | +0.6% |
| 30D | +6.3% | -17.0% | +23.3% | +15.4% |
| 3M | +26.5% | -15.0% | +41.5% | +35.7% |
| 6M | +24.8% | +42.2% | -17.4% | +1.4% |
| YTD | -26.8% | +32.4% | -59.1% | -39.7% |
| 1Y | -38.3% | +23.3% | -61.6% | -47.2% |
| 3Y | +36.0% | +55.9% | -19.8% | -9.1% |
| 5Y | -55.0% | -44.8% | -10.2% | -37.3% |
| All | -38.8% | -36.4% | -2.4% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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