+173.8%
DAL vs ZM
+42.4%
+131.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.9% |
| 7D | +8.8% | -5.9% | +14.7% | +10.4% |
| 30D | +5.4% | -5.2% | +10.6% | +6.7% |
| 3M | -4.9% | -11.3% | +6.3% | -2.5% |
| 6M | +19.8% | -14.5% | +34.4% | +23.3% |
| YTD | +27.0% | +4.2% | +22.8% | +20.7% |
| 1Y | +52.5% | +9.3% | +43.1% | +41.6% |
| 3Y | +173.8% | +45.4% | +128.5% | +126.3% |
| All | +173.8% | +42.4% | +131.5% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling