-99.9%
DFNS vs ZM
-61.3%
-38.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.1% |
| 7D | -16.0% | +2.9% | -18.9% | -16.3% |
| 30D | -77.7% | +0.7% | -78.4% | -77.7% |
| 3M | -77.2% | -3.7% | -73.5% | -77.4% |
| 6M | -95.2% | +29.9% | -125.1% | -95.3% |
| YTD | -98.0% | +17.4% | -115.4% | -98.0% |
| 1Y | -98.3% | +22.4% | -120.7% | -98.3% |
| 3Y | -99.9% | +41.3% | -141.2% | -99.9% |
| 5Y | -99.9% | -66.0% | -33.8% | -99.9% |
| All | -99.9% | -61.3% | -38.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling