-69.6%
DOCU vs ZCMD
-100.0%
+30.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | -0.1% |
| 7D | -3.4% | -3.0% | -0.3% | -3.4% |
| 30D | +9.3% | -39.5% | +48.8% | +9.1% |
| 3M | +30.2% | -57.8% | +88.0% | +29.9% |
| 6M | +62.1% | -99.7% | +161.8% | +68.5% |
| YTD | +13.5% | -99.9% | +113.4% | +20.2% |
| 1Y | +11.5% | -99.9% | +111.4% | +18.9% |
| 3Y | +89.5% | -100.0% | +189.5% | +123.0% |
| 5Y | -69.6% | -100.0% | +30.4% | -50.0% |
| All | -69.6% | -100.0% | +30.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling