+68.4%
DAL vs ZM
+41.1%
+27.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.2% | +5.2% |
| 7D | +10.0% | -0.3% | +10.3% | +10.1% |
| 30D | +12.0% | -6.2% | +18.2% | +12.4% |
| 3M | +0.8% | -12.2% | +13.0% | +1.4% |
| 6M | +26.2% | -16.0% | +42.2% | +27.1% |
| YTD | +33.7% | +6.3% | +27.4% | +32.6% |
| 1Y | +57.6% | +12.3% | +45.3% | +55.8% |
| 3Y | +183.5% | +51.2% | +132.3% | +177.8% |
| 5Y | +114.2% | -64.5% | +178.7% | +89.9% |
| All | +68.4% | +41.1% | +27.3% | +55.9% |
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