-6.6%
DOCU vs ZCMD
-100.0%
+93.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -1.7% |
| 7D | -5.5% | -4.4% | -1.1% | -5.5% |
| 30D | +12.6% | -43.0% | +55.6% | +13.0% |
| 3M | +36.4% | -54.9% | +91.3% | +36.9% |
| 6M | +66.8% | -99.8% | +166.6% | +82.4% |
| YTD | +13.5% | -99.9% | +113.3% | +25.8% |
| 1Y | +11.3% | -99.9% | +111.2% | +25.3% |
| 3Y | +92.1% | -100.0% | +192.1% | +140.8% |
| 5Y | -71.0% | -100.0% | +29.0% | -60.9% |
| All | -6.6% | -100.0% | +93.4% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling