+164.6%
DOCN vs ZM
-70.1%
+234.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.4% | +0.5% |
| 7D | +1.1% | +2.9% | -1.8% | -1.0% |
| 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% | +70.8% |
| YTD | +133.7% | +17.4% | +116.3% | +98.8% |
| 1Y | +250.2% | +22.4% | +227.8% | +185.9% |
| 3Y | +320.3% | +41.3% | +279.0% | +199.8% |
| 5Y | +53.1% | -66.0% | +119.1% | +141.9% |
| All | +164.6% | -70.1% | +234.7% | +298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling