-27.0%
DOCU vs ZYBT
-58.4%
+31.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -1.0% |
| 7D | -1.4% | -3.7% | +2.2% | -1.4% |
| 30D | +8.1% | -12.8% | +20.8% | +8.1% |
| 3M | +43.0% | +76.2% | -33.2% | +43.4% |
| 6M | +32.4% | +109.3% | -77.0% | +31.4% |
| YTD | -5.8% | +36.5% | -42.3% | -5.8% |
| 1Y | -19.2% | -84.0% | +64.8% | -16.5% |
| All | -27.0% | -58.4% | +31.4% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 10y: compounded portfolio wealth divided by compounded ZYBT 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…
10y analysis · Full analysis span regression · 6 months rolling