-31.1%
DOCN vs ZM
-66.7%
+35.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.3% | -12.6% | -13.3% |
| 7D | -29.3% | -9.1% | -20.2% | -23.6% |
| 30D | -46.0% | -5.7% | -40.3% | -42.8% |
| 3M | -43.2% | -11.7% | -31.4% | -37.7% |
| 6M | -53.7% | -18.6% | -35.1% | -47.7% |
| YTD | +46.9% | +2.9% | +44.0% | +37.0% |
| 1Y | +54.3% | +6.3% | +48.1% | +38.8% |
| 3Y | +185.5% | +41.0% | +144.5% | +94.9% |
| 5Y | -31.1% | -66.4% | +35.3% | +48.5% |
| All | -31.1% | -66.7% | +35.6% | +48.5% |
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