-5.1%
DASH vs ZM
-78.2%
+73.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.3% | -6.1% | -7.4% |
| 7D | +0.5% | -9.1% | +9.6% | +6.3% |
| 30D | -7.1% | -5.7% | -1.4% | -4.2% |
| 3M | -13.2% | -11.7% | -1.5% | -8.2% |
| 6M | +8.3% | -18.6% | +26.9% | +18.4% |
| YTD | -20.6% | +2.9% | -23.5% | -27.0% |
| 1Y | -24.4% | +6.3% | -30.7% | -32.2% |
| 3Y | +94.5% | +41.0% | +53.5% | +33.7% |
| 5Y | -9.4% | -66.4% | +57.0% | +54.2% |
| All | -5.1% | -78.2% | +73.1% | +83.0% |
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