-38.8%
DOCS vs ZM
-76.0%
+37.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.9% |
| 7D | -0.6% | -1.0% | +0.5% | 0.0% |
| 30D | +6.3% | -7.0% | +13.3% | +10.4% |
| 3M | +26.5% | -15.2% | +41.7% | +38.0% |
| 6M | +24.8% | -16.8% | +41.5% | +37.2% |
| YTD | -26.8% | +5.4% | -32.1% | -30.9% |
| 1Y | -38.3% | +9.3% | -47.6% | -43.3% |
| 3Y | +36.0% | +46.5% | -10.4% | +1.2% |
| 5Y | -55.0% | -63.8% | +8.8% | -45.4% |
| All | -38.8% | -76.0% | +37.1% | -29.1% |
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