-39.9%
DOCS vs ZYBT
-60.2%
+20.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +11.4% | -2.0% | +13.4% | +11.4% |
| 3M | +25.4% | -2.0% | +27.3% | +25.4% |
| 6M | +42.5% | +56.4% | -13.9% | +40.8% |
| YTD | -24.7% | +30.4% | -55.1% | -25.7% |
| 1Y | -32.9% | -30.2% | -2.7% | -33.1% |
| All | -39.9% | -60.2% | +20.3% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling