-11.9%
DOCU vs ZYBT
-60.5%
+48.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -4.8% | +12.0% | -16.8% | -4.8% |
| 30D | +9.4% | -13.9% | +23.3% | +9.4% |
| 3M | +29.0% | -21.2% | +50.2% | +29.0% |
| 6M | +62.3% | +56.8% | +5.5% | +63.0% |
| YTD | +13.7% | +29.6% | -15.9% | +13.6% |
| 1Y | +11.5% | -27.3% | +38.9% | +12.5% |
| All | -11.9% | -60.5% | +48.6% | -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 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