+72.2%
DOCU vs Z
-27.3%
+99.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.5% |
| 7D | +6.9% | -3.0% | +9.9% | +8.0% |
| 30D | +19.0% | -4.2% | +23.2% | +20.9% |
| 3M | +34.3% | -3.7% | +38.0% | +36.1% |
| 6M | +48.0% | -24.5% | +72.5% | +63.3% |
| YTD | 0.0% | -49.3% | +49.3% | +27.9% |
| 1Y | -10.3% | -58.7% | +48.4% | +23.6% |
| 3Y | +32.4% | -34.1% | +66.5% | +44.2% |
| 5Y | -77.9% | -64.5% | -13.4% | -73.1% |
| All | +72.2% | -27.3% | +99.5% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling