+345.6%
DE vs ZM
+48.4%
+297.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.7% |
| 7D | +0.7% | +1.6% | -0.9% | +0.6% |
| 30D | +9.6% | -7.7% | +17.4% | +9.8% |
| 3M | +19.0% | -4.7% | +23.6% | +19.1% |
| 6M | +16.1% | +24.4% | -8.4% | +15.1% |
| YTD | +47.0% | +11.8% | +35.3% | +46.2% |
| 1Y | +43.1% | +13.4% | +29.8% | +42.2% |
| 3Y | +77.5% | +33.8% | +43.7% | +75.2% |
| 5Y | +96.4% | -67.2% | +163.5% | +87.0% |
| All | +345.6% | +48.4% | +297.2% | +354.7% |
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