-47.1%
ZBRA vs DOC
-22.1%
-25.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -14.8% | +6.2% | -21.0% | -17.3% |
| 30D | -16.6% | +6.5% | -23.1% | -19.4% |
| 3M | -12.8% | -6.2% | -6.6% | -10.3% |
| 6M | +40.8% | +25.6% | +15.2% | +22.5% |
| YTD | +32.5% | +32.1% | +0.4% | +10.1% |
| 1Y | +20.8% | +20.3% | +0.5% | +6.4% |
| 3Y | +50.1% | +42.7% | +7.4% | +13.6% |
| 5Y | -47.1% | -22.2% | -24.9% | -37.1% |
| All | -47.1% | -22.1% | -25.0% | -37.1% |
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