-8.0%
DIS vs ZM
+38.3%
-46.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +5.2% | -5.9% | +11.1% | +5.7% |
| 30D | +11.5% | -5.2% | +16.6% | +11.8% |
| 3M | +11.5% | -11.3% | +22.8% | +12.4% |
| 6M | +8.9% | -14.5% | +23.4% | +9.8% |
| YTD | +3.4% | +4.2% | -0.8% | +2.2% |
| 1Y | +7.2% | +9.3% | -2.1% | +5.5% |
| 3Y | +43.3% | +45.4% | -2.1% | +37.5% |
| 5Y | -31.4% | -66.0% | +34.6% | -35.6% |
| All | -8.0% | +38.3% | -46.3% | -12.8% |
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