+221.9%
DHI vs ZM
+47.0%
+174.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.4% | -5.7% | +2.3% | -2.8% |
| 30D | -5.4% | -9.1% | +3.7% | -4.5% |
| 3M | -10.4% | +3.5% | -14.0% | -11.0% |
| 6M | -2.8% | +25.7% | -28.4% | -5.9% |
| YTD | -3.4% | +10.8% | -14.2% | -5.5% |
| 1Y | -22.9% | +12.8% | -35.7% | -24.8% |
| 3Y | +20.7% | +33.1% | -12.5% | +14.4% |
| 5Y | +62.1% | -68.3% | +130.4% | +61.2% |
| All | +221.9% | +47.0% | +174.9% | +233.3% |
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