-41.1%
DIS vs ZM
-66.0%
+25.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -2.5% |
| 7D | -2.6% | +2.9% | -5.5% | -3.3% |
| 30D | +3.5% | +0.7% | +2.8% | +3.0% |
| 3M | +6.8% | -3.7% | +10.5% | +7.1% |
| 6M | +3.0% | +29.9% | -26.9% | -5.7% |
| YTD | -6.7% | +17.4% | -24.2% | -12.9% |
| 1Y | -10.1% | +22.4% | -32.5% | -17.3% |
| 3Y | +33.0% | +41.3% | -8.2% | +14.7% |
| All | -41.1% | -66.0% | +25.0% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling