-17.4%
ZBH vs DOCU
-71.0%
+53.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +11.7% | -5.5% | +17.3% | +12.4% |
| 30D | +19.3% | +12.6% | +6.7% | +17.7% |
| 3M | +8.9% | +36.4% | -27.5% | +5.0% |
| 6M | +28.2% | +66.8% | -38.6% | +20.4% |
| YTD | +18.4% | +13.5% | +4.9% | +15.6% |
| 1Y | +20.6% | +11.3% | +9.3% | +17.9% |
| 3Y | -0.6% | +92.1% | -92.7% | -13.0% |
| All | -17.4% | -71.0% | +53.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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