+70.5%
DOCN vs ZM
-73.5%
+144.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.3% | +1.7% |
| 7D | -19.2% | -5.9% | -13.3% | -15.3% |
| 30D | -43.1% | -5.2% | -37.9% | -40.1% |
| 3M | -40.7% | -11.3% | -29.4% | -35.5% |
| 6M | -55.0% | -14.5% | -40.5% | -51.1% |
| YTD | +50.6% | +4.2% | +46.5% | +40.4% |
| 1Y | +54.0% | +9.3% | +44.6% | +37.2% |
| 3Y | +203.9% | +45.4% | +158.5% | +110.9% |
| 5Y | -29.4% | -66.0% | +36.7% | +18.5% |
| All | +70.5% | -73.5% | +144.0% | +181.8% |
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