+390.4%
DDOG vs ZM
+17.1%
+373.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -1.1% |
| 7D | +2.9% | +11.0% | -8.2% | -2.0% |
| 30D | -31.6% | +5.6% | -37.3% | -33.1% |
| 3M | -27.0% | -9.1% | -17.8% | -23.9% |
| 6M | -10.3% | -2.6% | -7.7% | -9.5% |
| YTD | +35.4% | +15.7% | +19.8% | +26.6% |
| 1Y | -1.0% | +18.8% | -19.7% | -8.7% |
| 3Y | +76.7% | +62.2% | +14.5% | +39.3% |
| 5Y | -4.6% | -60.9% | +56.3% | +17.7% |
| All | +390.4% | +17.1% | +373.3% | +458.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling