-17.0%
DIS vs ZM
+55.9%
-72.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -2.0% |
| 7D | -2.6% | +2.9% | -5.5% | -2.8% |
| 30D | +3.5% | +0.7% | +2.8% | +3.3% |
| 3M | +6.8% | -3.7% | +10.5% | +6.9% |
| 6M | +3.0% | +29.9% | -26.9% | +0.3% |
| YTD | -6.7% | +17.4% | -24.2% | -8.6% |
| 1Y | -10.1% | +22.4% | -32.5% | -12.3% |
| 3Y | +33.0% | +41.3% | -8.2% | +27.8% |
| 5Y | -40.0% | -66.0% | +26.0% | -44.5% |
| All | -17.0% | +55.9% | -72.9% | -22.0% |
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