-6.2%
DIS vs ZM
+53.5%
-59.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +1.9% | +11.0% | -9.1% | +1.0% |
| 30D | +9.2% | +5.6% | +3.5% | +8.6% |
| 3M | +13.5% | -9.1% | +22.7% | +14.2% |
| 6M | +14.3% | -2.6% | +16.8% | +14.0% |
| YTD | +5.4% | +15.7% | -10.3% | +3.2% |
| 1Y | +12.2% | +18.8% | -6.6% | +9.6% |
| 3Y | +37.2% | +62.2% | -25.0% | +30.5% |
| 5Y | -23.1% | -60.9% | +37.7% | -28.3% |
| All | -6.2% | +53.5% | -59.8% | -11.9% |
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 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