-3.5%
DOCU vs ZCMD
-100.0%
+96.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.9% | +3.2% |
| 7D | -0.4% | +1.4% | -1.8% | -0.4% |
| 30D | +12.9% | -29.9% | +42.8% | +13.2% |
| 3M | +35.1% | -54.9% | +89.9% | +35.6% |
| 6M | +76.2% | -99.7% | +175.8% | +89.8% |
| YTD | +17.2% | -99.9% | +117.0% | +29.9% |
| 1Y | +16.4% | -99.9% | +116.3% | +30.9% |
| 3Y | +95.6% | -100.0% | +195.6% | +144.5% |
| 5Y | -68.5% | -100.0% | +31.5% | -57.5% |
| All | -3.5% | -100.0% | +96.5% | +36.8% |
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