-41.4%
DOCS vs ZYBT
-60.2%
+18.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.7% | -10.7% | -2.0% |
| 7D | -0.8% | +15.4% | -16.1% | -0.8% |
| 30D | +17.4% | +29.3% | -11.9% | +17.3% |
| 3M | +57.4% | -28.2% | +85.6% | +57.4% |
| 6M | +26.5% | +52.3% | -25.7% | +25.0% |
| YTD | -26.6% | +30.4% | -57.0% | -27.5% |
| 1Y | -48.1% | -29.2% | -18.8% | -48.2% |
| All | -41.4% | -60.2% | +18.8% | -46.0% |
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