-4.5%
DASH vs ZM
-77.5%
+72.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.5% |
| 7D | -4.8% | -0.3% | -4.5% | -4.5% |
| 30D | -7.9% | -6.2% | -1.7% | -4.8% |
| 3M | -16.3% | -12.2% | -4.1% | -11.1% |
| 6M | +10.4% | -16.0% | +26.4% | +18.7% |
| YTD | -20.1% | +6.3% | -26.4% | -28.0% |
| 1Y | -11.4% | +12.3% | -23.7% | -23.4% |
| 3Y | +114.1% | +51.2% | +62.9% | +40.2% |
| 5Y | -5.8% | -64.5% | +58.8% | +55.4% |
| All | -4.5% | -77.5% | +72.9% | +80.6% |
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