+11.7%
DASH vs ZM
-75.1%
+86.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.3% | -7.9% | -6.6% |
| 7D | -10.6% | +2.9% | -13.5% | -12.3% |
| 30D | +2.2% | +0.7% | +1.5% | +0.5% |
| 3M | +32.3% | -3.7% | +36.0% | +32.8% |
| 6M | +19.1% | +29.9% | -10.8% | -2.4% |
| YTD | -6.5% | +17.4% | -23.9% | -20.2% |
| 1Y | -14.9% | +22.4% | -37.3% | -29.8% |
| 3Y | +151.9% | +41.3% | +110.7% | +77.3% |
| 5Y | +9.4% | -66.0% | +75.5% | +84.3% |
| All | +11.7% | -75.1% | +86.8% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling