+16.4%
DOCU vs ZCMD
-99.9%
+116.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +12.3% |
| 3M | +35.1% | -54.9% | +89.9% | +33.5% |
| 6M | +76.2% | -99.7% | +175.8% | +68.3% |
| YTD | +17.2% | -99.9% | +117.0% | +15.3% |
| 1Y | +16.4% | -99.9% | +116.3% | +16.7% |
| All | +16.4% | -99.9% | +116.3% | +16.7% |
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 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