+1,860.4%
DELL vs ZM
+47.0%
+1,813.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.9% | +12.0% |
| 7D | +8.2% | -5.7% | +13.9% | +9.0% |
| 30D | +17.1% | -9.1% | +26.2% | +18.3% |
| 3M | +45.2% | +3.5% | +41.6% | +44.1% |
| 6M | +286.8% | +25.7% | +261.1% | +275.5% |
| YTD | +354.8% | +10.8% | +344.0% | +347.0% |
| 1Y | +358.3% | +12.8% | +345.5% | +348.8% |
| 3Y | +724.9% | +33.1% | +691.8% | +688.5% |
| 5Y | +1,193.7% | -68.3% | +1,262.0% | +1,204.7% |
| All | +1,860.4% | +47.0% | +1,813.4% | +1,490.2% |
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