+681.7%
ZS vs DOCU
+111.8%
+569.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -12.3% | -3.7% | -8.6% | -10.5% |
| 30D | +11.2% | +15.0% | -3.7% | +3.1% |
| 3M | +37.5% | +39.9% | -2.4% | +15.0% |
| 6M | +57.8% | +66.2% | -8.3% | +21.1% |
| YTD | -0.2% | +17.7% | -17.9% | -9.1% |
| 1Y | -31.6% | +13.7% | -45.3% | -37.0% |
| 3Y | +36.5% | +95.9% | -59.4% | -14.1% |
| 5Y | -32.4% | -71.7% | +39.3% | -3.5% |
| All | +681.7% | +111.8% | +569.9% | +502.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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