-9.5%
DASH vs ZM
-75.5%
+66.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -1.9% |
| 7D | -4.5% | +11.0% | -15.6% | -10.6% |
| 30D | -6.8% | +5.6% | -12.4% | -10.5% |
| 3M | -20.7% | -9.1% | -11.6% | -17.5% |
| 6M | +15.1% | -2.6% | +17.6% | +12.7% |
| YTD | -24.3% | +15.7% | -39.9% | -35.3% |
| 1Y | -12.1% | +18.8% | -30.9% | -26.5% |
| 3Y | +91.1% | +62.2% | +28.9% | +20.0% |
| 5Y | -30.3% | -60.9% | +30.6% | +8.5% |
| All | -9.5% | -75.5% | +66.0% | +62.3% |
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 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