+66.4%
DOCN vs ZM
-73.8%
+140.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.3% | -12.6% | -13.5% |
| 7D | -29.3% | -9.1% | -20.2% | -23.9% |
| 30D | -46.0% | -5.7% | -40.3% | -43.0% |
| 3M | -43.2% | -11.7% | -31.4% | -38.0% |
| 6M | -53.7% | -18.6% | -35.1% | -48.0% |
| YTD | +46.9% | +2.9% | +44.0% | +38.1% |
| 1Y | +54.3% | +6.3% | +48.1% | +40.4% |
| 3Y | +185.5% | +41.0% | +144.5% | +102.9% |
| 5Y | -31.1% | -66.4% | +35.3% | +16.6% |
| All | +66.4% | -73.8% | +140.1% | +177.3% |
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