+231.5%
ZETA vs DOCU
-66.8%
+298.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.0% | -5.3% | -6.3% |
| 7D | -10.0% | -3.2% | -6.8% | -8.5% |
| 30D | -10.6% | +15.7% | -26.2% | -16.9% |
| 3M | +8.9% | +37.3% | -28.4% | -7.7% |
| 6M | +65.1% | +63.1% | +2.0% | +29.0% |
| YTD | +44.8% | +15.4% | +29.4% | +32.8% |
| 1Y | +47.8% | +11.3% | +36.5% | +37.7% |
| 3Y | +248.8% | +92.1% | +156.7% | +136.4% |
| 5Y | +220.3% | -70.5% | +290.8% | +291.2% |
| All | +231.5% | -66.8% | +298.3% | +350.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling