+105.8%
DAL vs ZM
-66.0%
+171.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.4% | +0.9% |
| 7D | +0.1% | +2.9% | -2.8% | -0.6% |
| 30D | -13.9% | +0.7% | -14.6% | -14.4% |
| 3M | +1.1% | -3.7% | +4.8% | +1.5% |
| 6M | +26.2% | +29.9% | -3.6% | +15.1% |
| YTD | +16.4% | +17.4% | -1.0% | +8.4% |
| 1Y | +33.9% | +22.4% | +11.5% | +22.7% |
| 3Y | +93.4% | +41.3% | +52.1% | +67.4% |
| All | +105.8% | -66.0% | +171.9% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling