-100.0%
DFNS vs ZM
-61.9%
-38.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -5.8% |
| 7D | -6.0% | +11.0% | -17.0% | -7.5% |
| 30D | -71.2% | +5.6% | -76.8% | -71.4% |
| 3M | -94.5% | -9.1% | -85.4% | -94.4% |
| 6M | -96.5% | -2.6% | -94.0% | -96.6% |
| YTD | -99.6% | +15.7% | -115.3% | -99.6% |
| 1Y | -99.7% | +18.8% | -118.4% | -99.7% |
| 3Y | -100.0% | +62.2% | -162.1% | -100.0% |
| 5Y | -100.0% | -60.9% | -39.1% | -100.0% |
| All | -100.0% | -61.9% | -38.1% | -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