-99.9%
DFNS vs ZM
+30.9%
-130.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | +2.1% |
| 7D | +0.8% | +1.6% | -0.8% | -0.3% |
| 30D | -73.2% | -7.7% | -65.5% | -71.7% |
| 3M | -72.4% | -4.7% | -67.8% | -73.2% |
| 6M | -95.2% | +24.4% | -119.7% | -95.9% |
| YTD | -98.0% | +11.8% | -109.7% | -98.2% |
| 1Y | -98.3% | +13.4% | -111.6% | -98.5% |
| 3Y | -99.9% | +33.8% | -133.7% | -99.9% |
| All | -99.9% | +30.9% | -130.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling