+220.3%
ZETA vs DOCS
-54.0%
+274.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.3% | -3.0% | -5.7% |
| 7D | -10.0% | -1.3% | -8.6% | -9.5% |
| 30D | -10.6% | +19.4% | -30.0% | -16.3% |
| 3M | +8.9% | +53.4% | -44.5% | -8.9% |
| 6M | +65.1% | +28.8% | +36.3% | +44.8% |
| YTD | +44.8% | -25.1% | +69.9% | +54.5% |
| 1Y | +47.8% | -48.1% | +95.9% | +79.4% |
| 3Y | +248.8% | +51.4% | +197.4% | +161.3% |
| 5Y | +220.3% | -51.1% | +271.4% | +248.7% |
| All | +220.3% | -54.0% | +274.3% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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