+17.1%
DLR vs ZM
+18.3%
-1.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | +3.3% | +11.0% | -7.7% | +2.8% |
| 30D | +4.6% | +5.6% | -1.1% | +4.3% |
| 3M | -8.3% | -9.1% | +0.9% | -8.3% |
| 6M | -5.6% | -2.6% | -3.1% | -6.2% |
| YTD | +18.7% | +15.7% | +3.1% | +16.0% |
| 1Y | +17.1% | +18.8% | -1.7% | +14.4% |
| All | +17.1% | +18.3% | -1.2% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling