+60.1%
DOCN vs ZM
-66.0%
+126.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.4% | +0.4% |
| 7D | +1.1% | +2.9% | -1.8% | -1.1% |
| 30D | -9.6% | +0.7% | -10.3% | -10.8% |
| 3M | -37.7% | -3.7% | -34.0% | -37.6% |
| 6M | +115.2% | +29.9% | +85.3% | +68.4% |
| YTD | +133.7% | +17.4% | +116.3% | +96.6% |
| 1Y | +250.2% | +22.4% | +227.8% | +181.9% |
| 3Y | +320.3% | +41.3% | +279.0% | +191.6% |
| All | +60.1% | -66.0% | +126.1% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling