-10.3%
DOCU vs Z
-58.8%
+48.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.8% |
| 7D | +6.9% | -3.0% | +9.9% | +8.5% |
| 30D | +19.0% | -4.2% | +23.2% | +21.3% |
| 3M | +34.3% | -3.7% | +38.0% | +35.3% |
| 6M | +48.0% | -24.5% | +72.5% | +65.4% |
| YTD | 0.0% | -49.3% | +49.3% | +37.6% |
| 1Y | -10.3% | -58.7% | +48.4% | +39.6% |
| All | -10.3% | -58.8% | +48.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling