+153.0%
DASH vs ZM
+42.8%
+110.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.3% | -7.9% | -5.7% |
| 7D | -10.6% | +2.9% | -13.5% | -11.5% |
| 30D | +2.2% | +0.7% | +1.5% | +1.3% |
| 3M | +32.3% | -3.7% | +36.0% | +32.8% |
| 6M | +19.1% | +29.9% | -10.8% | +6.7% |
| YTD | -6.5% | +17.4% | -23.9% | -14.1% |
| 1Y | -14.9% | +22.4% | -37.3% | -23.3% |
| All | +153.0% | +42.8% | +110.3% | +101.4% |
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