-26.3%
DOCU vs ZYBT
-58.1%
+31.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -4.9% |
| 7D | +0.7% | -4.2% | +4.9% | +0.7% |
| 30D | +8.0% | -16.4% | +24.4% | +8.0% |
| 3M | +41.0% | +82.9% | -41.9% | +41.3% |
| 6M | +33.7% | +110.7% | -77.0% | +32.7% |
| YTD | -4.9% | +37.4% | -42.2% | -4.9% |
| 1Y | -20.4% | -80.6% | +60.2% | -18.1% |
| All | -26.3% | -58.1% | +31.8% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling