+111.4%
DAL vs ZM
-60.9%
+172.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.9% |
| 7D | -1.1% | +11.0% | -12.1% | -4.0% |
| 30D | +12.8% | +5.6% | +7.2% | +10.9% |
| 3M | -5.3% | -9.1% | +3.9% | -3.3% |
| 6M | +22.4% | -2.6% | +24.9% | +21.3% |
| YTD | +25.6% | +15.7% | +10.0% | +16.6% |
| 1Y | +45.5% | +18.8% | +26.8% | +33.7% |
| 3Y | +161.0% | +62.2% | +98.8% | +114.9% |
| All | +111.4% | -60.9% | +172.3% | +104.5% |
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