I know the enthusiastic amateur's bare minimum about e-mail; am able to set up a Thunderbird account and know the basic acronyms. I have a Zoho Mail account connected to my domain, and have set up SPF, DMARC and DKIM successfully according to Zoho's instruction documents. E-mails are sent and received successfully. I don't know how these protocols work, and my attempts to read up on them have me drowning in word salad. Perhaps an expert can put my mind at rest.

Recently I have received several DMARC reports from corp.mail.ru which show e-mails which failed DMARC, DKIM and SPF but passed SPF alignment. I haven't sent any e-mails from this account for months. 

Does this imply some spoof of my e-mail address which I am powerless to prevent (seems dodgy if it's .ru), or does it mean my domain or Zoho is compromised in some way? Ought I to do something? Thank you for any help.