+43.3%
ZM vs DOC
+3.2%
+40.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.3% |
| 7D | -9.1% | +6.2% | -15.3% | -9.6% |
| 30D | -5.7% | +6.5% | -12.2% | -6.3% |
| 3M | -11.7% | -6.2% | -5.5% | -11.2% |
| 6M | -18.6% | +25.6% | -44.2% | -20.8% |
| YTD | +2.9% | +32.1% | -29.1% | -0.6% |
| 1Y | +6.3% | +20.3% | -14.0% | +3.8% |
| 3Y | +41.0% | +42.7% | -1.7% | +35.2% |
| 5Y | -66.4% | -22.2% | -44.3% | -67.8% |
| All | +43.3% | +3.2% | +40.1% | +54.5% |
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