+89.7%
DOCU vs ZCMD
-100.0%
+189.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.2% |
| 7D | -4.8% | +9.1% | -13.8% | -4.6% |
| 30D | +9.4% | -37.1% | +46.5% | +8.7% |
| 3M | +29.0% | -53.7% | +82.7% | +27.8% |
| 6M | +62.3% | -99.7% | +162.0% | +58.2% |
| YTD | +13.7% | -99.9% | +113.5% | +10.7% |
| 1Y | +11.5% | -99.9% | +111.5% | +8.5% |
| All | +89.7% | -100.0% | +189.7% | +53.8% |
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 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