-76.5%
DOCU vs ZCMD
-100.0%
+23.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.7% | +7.4% | +3.7% |
| 7D | +6.9% | -8.0% | +14.9% | +6.9% |
| 30D | +19.0% | -27.9% | +46.9% | +18.9% |
| 3M | +34.3% | -74.6% | +108.9% | +34.7% |
| 6M | +48.0% | -99.5% | +147.5% | +53.9% |
| YTD | 0.0% | -99.7% | +99.8% | +6.0% |
| 1Y | -10.3% | -99.9% | +89.6% | -3.4% |
| 3Y | +32.4% | -100.0% | +132.4% | +59.1% |
| All | -76.5% | -100.0% | +23.5% | -63.0% |
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