-38.7%
DOCS vs ZBRA
-36.3%
-2.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.8% | -10.9% | +10.1% | +4.3% |
| 30D | +17.4% | -16.6% | +34.0% | +27.2% |
| 3M | +57.4% | -11.6% | +68.9% | +66.3% |
| 6M | +26.5% | +40.2% | -13.6% | +3.6% |
| YTD | -26.6% | +32.6% | -59.2% | -39.6% |
| 1Y | -48.1% | +24.7% | -72.7% | -55.9% |
| 3Y | +52.6% | +56.3% | -3.7% | +2.0% |
| 5Y | -52.1% | -47.0% | -5.1% | -31.9% |
| All | -38.7% | -36.3% | -2.4% | -11.5% |
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