+63.4%
ZM vs DOC
+4.8%
+58.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.1% | +3.4% |
| 7D | +2.9% | -1.5% | +4.4% | +3.1% |
| 30D | +0.7% | -4.8% | +5.5% | +1.1% |
| 3M | -3.7% | +6.9% | -10.6% | -4.4% |
| 6M | +29.9% | +20.7% | +9.1% | +27.0% |
| YTD | +17.4% | +34.1% | -16.7% | +13.3% |
| 1Y | +22.4% | +22.6% | -0.3% | +19.3% |
| 3Y | +41.3% | +20.8% | +20.5% | +37.0% |
| 5Y | -66.0% | -24.9% | -41.2% | -67.6% |
| All | +63.4% | +4.8% | +58.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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