-37.1%
DOCS vs ZBRA
-35.9%
-1.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.5% |
| 7D | +2.6% | +0.6% | +1.9% | +2.2% |
| 30D | +11.4% | -14.0% | +25.5% | +19.1% |
| 3M | +25.4% | -14.7% | +40.0% | +34.1% |
| 6M | +42.5% | +31.3% | +11.2% | +21.3% |
| YTD | -24.7% | +33.4% | -58.1% | -38.2% |
| 1Y | -32.9% | +34.1% | -67.1% | -45.2% |
| 3Y | +39.6% | +59.9% | -20.3% | -8.1% |
| 5Y | -54.6% | -45.3% | -9.4% | -36.5% |
| All | -37.1% | -35.9% | -1.2% | -9.6% |
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