+69.1%
DAL vs ZM
+39.9%
+29.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +10.7% | -1.0% | +11.7% | +10.8% |
| 30D | +12.5% | -7.0% | +19.5% | +13.0% |
| 3M | +3.6% | -15.2% | +18.8% | +4.5% |
| 6M | +26.7% | -16.8% | +43.5% | +27.7% |
| YTD | +34.3% | +5.4% | +28.9% | +33.3% |
| 1Y | +59.1% | +9.3% | +49.8% | +57.6% |
| 3Y | +179.9% | +46.5% | +133.4% | +174.4% |
| 5Y | +119.1% | -63.8% | +183.0% | +95.0% |
| All | +69.1% | +39.9% | +29.3% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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