-53.9%
DOCS vs ZM
-74.5%
+20.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.8% | -2.5% | -4.7% |
| 7D | -7.3% | +1.6% | -8.9% | -8.1% |
| 30D | -10.9% | -7.7% | -3.2% | -7.2% |
| 3M | +20.3% | -4.7% | +25.0% | +22.9% |
| 6M | -3.6% | +24.4% | -28.1% | -15.3% |
| YTD | -44.9% | +11.8% | -56.6% | -49.5% |
| 1Y | -64.9% | +13.4% | -78.2% | -68.3% |
| 3Y | +7.6% | +33.8% | -26.2% | -14.9% |
| 5Y | -74.0% | -67.2% | -6.8% | -69.5% |
| All | -53.9% | -74.5% | +20.6% | -48.2% |
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 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