+202.4%
ZETA vs DOCS
-51.8%
+254.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.3% | +6.0% |
| 7D | -0.4% | -0.8% | +0.3% | -0.2% |
| 30D | -8.0% | +17.4% | -25.4% | -13.4% |
| 3M | +21.4% | +57.4% | -36.0% | +0.6% |
| 6M | +80.1% | +26.5% | +53.5% | +59.0% |
| YTD | +52.5% | -26.6% | +79.1% | +63.7% |
| 1Y | +58.5% | -48.1% | +106.5% | +91.8% |
| 3Y | +281.7% | +52.6% | +229.0% | +185.5% |
| All | +202.4% | -51.8% | +254.3% | +234.2% |
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