-50.3%
DOCS vs ZM
-73.2%
+22.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.3% | -6.0% | -4.6% |
| 7D | -1.4% | +2.9% | -4.4% | -3.1% |
| 30D | +21.8% | +0.7% | +21.1% | +21.3% |
| 3M | +27.3% | -3.7% | +31.0% | +29.1% |
| 6M | -0.3% | +29.9% | -30.2% | -14.5% |
| YTD | -40.5% | +17.4% | -57.9% | -47.1% |
| 1Y | -61.5% | +22.4% | -83.9% | -66.8% |
| 3Y | +8.2% | +41.3% | -33.1% | -17.1% |
| 5Y | -73.4% | -66.0% | -7.4% | -69.9% |
| All | -50.3% | -73.2% | +22.9% | -45.7% |
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 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