-49.8%
Z vs DOC
-22.8%
-27.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.3% | +7.4% |
| 7D | +10.2% | +8.7% | +1.4% | +4.4% |
| 30D | +23.7% | +7.6% | +16.0% | +18.2% |
| 3M | -6.6% | -5.3% | -1.3% | -3.1% |
| 6M | -23.0% | +27.6% | -50.6% | -35.5% |
| YTD | -50.3% | +32.4% | -82.7% | -59.8% |
| 1Y | -53.6% | +22.9% | -76.4% | -60.4% |
| 3Y | -10.1% | +43.1% | -53.1% | -33.7% |
| 5Y | -49.8% | -21.4% | -28.4% | -40.9% |
| All | -49.8% | -22.8% | -27.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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