-51.1%
DOCS vs ZM
-66.7%
+15.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -2.3% |
| 7D | -1.3% | -9.1% | +7.7% | +4.4% |
| 30D | +19.4% | -5.7% | +25.1% | +23.4% |
| 3M | +53.4% | -11.7% | +65.1% | +64.9% |
| 6M | +28.8% | -18.6% | +47.3% | +44.2% |
| YTD | -25.1% | +2.9% | -28.0% | -28.8% |
| 1Y | -48.1% | +6.3% | -54.4% | -52.0% |
| 3Y | +51.4% | +41.0% | +10.4% | +11.6% |
| 5Y | -51.1% | -66.4% | +15.3% | -27.7% |
| All | -51.1% | -66.7% | +15.6% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling