-6.4%
DOCU vs ZCMD
-100.0%
+93.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.2% |
| 7D | -4.8% | +9.1% | -13.8% | -4.8% |
| 30D | +9.4% | -37.1% | +46.5% | +9.7% |
| 3M | +29.0% | -53.7% | +82.7% | +29.5% |
| 6M | +62.3% | -99.7% | +162.0% | +75.1% |
| YTD | +13.7% | -99.9% | +113.5% | +26.0% |
| 1Y | +11.5% | -99.9% | +111.5% | +25.4% |
| 3Y | +94.2% | -100.0% | +194.2% | +143.1% |
| 5Y | -71.7% | -100.0% | +28.3% | -62.0% |
| All | -6.4% | -100.0% | +93.6% | +32.7% |
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