-10.3%
DOCU vs ZCMD
-99.9%
+89.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.8% | +7.5% | +3.6% |
| 7D | +6.9% | -8.0% | +14.9% | +6.8% |
| 30D | +19.0% | -27.9% | +46.9% | +18.4% |
| 3M | +34.3% | -74.6% | +108.9% | +34.5% |
| 6M | +48.0% | -99.5% | +147.5% | +43.8% |
| YTD | 0.0% | -99.7% | +99.8% | -0.1% |
| 1Y | -10.3% | -99.9% | +89.6% | -9.5% |
| All | -10.3% | -99.9% | +89.6% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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