+95.3%
DOCU vs ZCMD
-100.0%
+195.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.5% | -2.0% |
| 7D | -3.2% | -12.9% | +9.7% | -3.4% |
| 30D | +15.7% | -45.3% | +60.9% | +14.7% |
| 3M | +37.3% | -59.4% | +96.7% | +35.7% |
| 6M | +63.1% | -99.8% | +162.9% | +58.9% |
| YTD | +15.4% | -99.9% | +115.2% | +12.4% |
| 1Y | +11.3% | -99.9% | +111.2% | +8.2% |
| All | +95.3% | -100.0% | +195.3% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling