+95.3%
DOCU vs Z
-37.9%
+133.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -0.7% |
| 7D | -5.5% | -4.6% | -1.0% | -4.4% |
| 30D | +12.6% | +8.3% | +4.3% | +8.2% |
| 3M | +36.4% | -11.6% | +48.0% | +41.1% |
| 6M | +66.8% | -33.6% | +100.4% | +91.9% |
| YTD | +13.5% | -56.7% | +70.1% | +52.1% |
| 1Y | +11.3% | -59.1% | +70.4% | +52.2% |
| 3Y | +92.1% | -20.4% | +112.4% | +92.0% |
| 5Y | -71.0% | -55.3% | -15.7% | -66.0% |
| All | +95.3% | -37.9% | +133.3% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling