+87.1%
DOCN vs ZM
-73.2%
+160.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.4% | +2.2% |
| 7D | -12.1% | -1.0% | -11.1% | -11.1% |
| 30D | -41.0% | -7.0% | -34.0% | -37.2% |
| 3M | -38.7% | -15.2% | -23.5% | -31.1% |
| 6M | -51.5% | -16.8% | -34.7% | -46.1% |
| YTD | +65.3% | +5.4% | +59.9% | +52.9% |
| 1Y | +53.9% | +9.3% | +44.6% | +37.3% |
| 3Y | +215.6% | +46.5% | +169.1% | +117.7% |
| 5Y | -26.2% | -63.8% | +37.7% | +21.0% |
| All | +87.1% | -73.2% | +160.3% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 10y: compounded portfolio wealth divided by compounded ZM 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…
10y analysis · Full analysis span regression · 6 months rolling