-100.0%
DFNS vs ZM
-62.7%
-37.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -0.4% | -19.0% | -19.3% |
| 7D | -12.7% | +10.0% | -22.7% | -13.9% |
| 30D | -65.2% | -0.5% | -64.7% | -65.1% |
| 3M | -94.6% | -7.1% | -87.5% | -94.5% |
| 6M | -96.2% | -5.1% | -91.1% | -96.3% |
| YTD | -99.6% | +13.2% | -112.8% | -99.6% |
| 1Y | -99.7% | +15.3% | -115.0% | -99.7% |
| 3Y | -100.0% | +57.4% | -157.4% | -100.0% |
| 5Y | -100.0% | -61.7% | -38.3% | -100.0% |
| All | -100.0% | -62.7% | -37.3% | -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 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