-64.8%
Z vs DOC
-24.5%
-40.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.0% |
| 7D | -3.0% | -1.5% | -1.5% | -2.0% |
| 30D | -4.2% | -4.8% | +0.6% | -1.1% |
| 3M | -3.7% | +6.9% | -10.6% | -8.0% |
| 6M | -24.5% | +20.7% | -45.3% | -34.3% |
| YTD | -49.3% | +34.1% | -83.4% | -59.3% |
| 1Y | -58.7% | +22.6% | -81.3% | -64.8% |
| 3Y | -34.1% | +20.8% | -55.0% | -44.2% |
| All | -64.8% | -24.5% | -40.3% | -60.6% |
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