+103.8%
DASH vs ZM
+49.8%
+53.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -2.8% | -1.0% | -1.8% | -2.4% |
| 30D | -9.3% | -7.0% | -2.3% | -7.5% |
| 3M | -15.1% | -15.2% | +0.1% | -11.3% |
| 6M | +8.7% | -16.8% | +25.5% | +13.5% |
| YTD | -21.3% | +5.4% | -26.6% | -24.8% |
| 1Y | -12.7% | +9.3% | -22.0% | -17.8% |
| 3Y | +103.8% | +46.5% | +57.3% | +82.3% |
| All | +103.8% | +49.8% | +53.9% | +82.3% |
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 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