-100.0%
DFNS vs ZM
-62.6%
-37.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.9% | +4.8% | +11.5% |
| 7D | -13.0% | +6.8% | -19.8% | -13.8% |
| 30D | -56.9% | +0.1% | -57.0% | -56.8% |
| 3M | -93.2% | -7.5% | -85.7% | -93.1% |
| 6M | -95.4% | -8.4% | -87.0% | -95.4% |
| YTD | -99.5% | +13.7% | -113.2% | -99.5% |
| 1Y | -99.6% | +15.9% | -115.6% | -99.6% |
| 3Y | -100.0% | +58.0% | -158.0% | -100.0% |
| 5Y | -100.0% | -60.4% | -39.6% | -100.0% |
| All | -100.0% | -62.6% | -37.4% | -100.0% |
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 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