-2.8%
DOCU vs ZCMD
-100.0%
+97.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | +4.1% | -7.7% | +11.8% | +4.1% |
| 30D | +7.4% | -34.8% | +42.1% | +7.6% |
| 3M | +26.0% | -56.3% | +82.3% | +26.5% |
| 6M | +79.2% | -99.7% | +178.9% | +92.9% |
| YTD | +18.1% | -99.9% | +117.9% | +31.0% |
| 1Y | +20.5% | -99.9% | +120.4% | +35.4% |
| 3Y | +96.4% | -100.0% | +196.4% | +144.5% |
| 5Y | -69.5% | -100.0% | +30.5% | -58.8% |
| All | -2.8% | -100.0% | +97.2% | +37.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling