-12.0%
DOCU vs ZYBT
-59.2%
+47.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.1% |
| 7D | -3.4% | +14.9% | -18.3% | -3.4% |
| 30D | +9.3% | -11.0% | +20.2% | +9.3% |
| 3M | +30.2% | -14.4% | +44.7% | +30.2% |
| 6M | +62.1% | +62.1% | 0.0% | +62.8% |
| YTD | +13.5% | +33.9% | -20.4% | +13.5% |
| 1Y | +11.5% | -25.6% | +37.1% | +12.5% |
| All | -12.0% | -59.2% | +47.1% | -18.4% |
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