+101.8%
DASH vs ZM
+42.4%
+59.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | +0.4% | -5.9% | +6.3% | +2.2% |
| 30D | -6.0% | -5.2% | -0.9% | -4.8% |
| 3M | -15.8% | -11.3% | -4.5% | -13.3% |
| 6M | +7.0% | -14.5% | +21.5% | +10.6% |
| YTD | -20.7% | +4.2% | -24.8% | -24.0% |
| 1Y | -8.5% | +9.3% | -17.9% | -14.0% |
| 3Y | +101.8% | +45.4% | +56.4% | +74.5% |
| All | +101.8% | +42.4% | +59.4% | +74.5% |
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 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