-73.2%
DOCS vs ZBRA
-38.9%
-34.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.2% | -3.4% |
| 7D | -1.4% | +1.8% | -3.2% | -2.2% |
| 30D | +21.8% | -1.7% | +23.5% | +23.0% |
| 3M | +27.3% | +47.8% | -20.5% | +4.2% |
| 6M | -0.3% | +56.7% | -57.1% | -22.3% |
| YTD | -40.5% | +49.4% | -89.9% | -53.3% |
| 1Y | -61.5% | +16.5% | -78.1% | -65.8% |
| 3Y | +8.2% | +31.5% | -23.3% | -17.0% |
| All | -73.2% | -38.9% | -34.3% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling