+66.8%
DOCU vs ZCMD
-99.7%
+166.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -1.6% |
| 7D | -5.5% | -4.4% | -1.1% | -5.6% |
| 30D | +12.6% | -43.0% | +55.6% | +11.3% |
| 3M | +36.4% | -54.9% | +91.3% | +34.4% |
| 6M | +66.8% | -99.8% | +166.6% | +36.9% |
| All | +66.8% | -99.7% | +166.5% | +36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling