-38.7%
DOCS vs ZM
-76.3%
+37.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.7% |
| 7D | -0.8% | -5.9% | +5.1% | +2.6% |
| 30D | +17.4% | -5.2% | +22.6% | +20.7% |
| 3M | +57.4% | -11.3% | +68.6% | +67.9% |
| 6M | +26.5% | -14.5% | +41.1% | +37.1% |
| YTD | -26.6% | +4.2% | -30.7% | -30.3% |
| 1Y | -48.1% | +9.3% | -57.4% | -52.3% |
| 3Y | +52.6% | +45.4% | +7.2% | +14.2% |
| 5Y | -52.1% | -66.0% | +14.0% | -41.5% |
| All | -38.7% | -76.3% | +37.6% | -28.4% |
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