+491.4%
ZS vs DOCU
+80.0%
+411.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.2% | -6.4% |
| 7D | -7.8% | +6.9% | -14.7% | -11.1% |
| 30D | +5.0% | +19.0% | -14.0% | -4.3% |
| 3M | +25.5% | +34.3% | -8.8% | +6.6% |
| 6M | +8.7% | +48.0% | -39.3% | -11.1% |
| YTD | -24.5% | 0.0% | -24.5% | -25.1% |
| 1Y | -36.7% | -10.3% | -26.4% | -34.7% |
| 3Y | +7.2% | +32.4% | -25.2% | -17.1% |
| 5Y | -40.9% | -77.9% | +37.0% | -4.0% |
| All | +491.4% | +80.0% | +411.4% | +396.4% |
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