-99.9%
DFNS vs ZM
-63.3%
-36.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.6% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | -73.9% | -10.3% | -63.6% | -73.4% |
| 3M | -71.7% | -0.7% | -71.0% | -72.0% |
| 6M | -94.6% | +24.8% | -119.4% | -94.7% |
| YTD | -98.1% | +11.5% | -109.5% | -98.1% |
| 1Y | -98.3% | +12.3% | -110.6% | -98.3% |
| 3Y | -99.9% | +33.5% | -133.4% | -99.9% |
| 5Y | -99.9% | -67.5% | -32.4% | -99.9% |
| All | -99.9% | -63.3% | -36.6% | -99.9% |
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