-65.4%
ZM vs DOC
-21.4%
-44.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -5.9% | +6.5% | -12.3% | -7.8% |
| 30D | -5.2% | +9.2% | -14.3% | -8.1% |
| 3M | -11.3% | -2.5% | -8.8% | -10.8% |
| 6M | -14.5% | +7.1% | -21.6% | -17.0% |
| YTD | +4.2% | +33.0% | -28.8% | -8.5% |
| 1Y | +9.3% | +23.3% | -13.9% | -0.8% |
| 3Y | +45.4% | +44.9% | +0.5% | +16.5% |
| All | -65.4% | -21.4% | -44.0% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling