-95.4%
DFNS vs ZM
-10.3%
-85.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +7.9% | +4.8% | +3.8% |
| 7D | -13.0% | +6.8% | -19.8% | -18.6% |
| 30D | -56.9% | +0.1% | -57.0% | -56.8% |
| 3M | -93.2% | -7.5% | -85.7% | -92.4% |
| 6M | -95.4% | -8.4% | -87.0% | -96.4% |
| All | -95.4% | -10.3% | -85.2% | -96.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling