+39.1%
DLR vs ZM
-60.7%
+99.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +5.0% | +10.0% | -5.0% | +3.0% |
| 30D | +3.0% | -0.5% | +3.5% | +3.0% |
| 3M | -6.3% | -7.1% | +0.8% | -5.3% |
| 6M | -4.8% | -5.1% | +0.3% | -4.9% |
| YTD | +21.0% | +13.2% | +7.8% | +15.2% |
| 1Y | +15.1% | +15.3% | -0.2% | +8.9% |
| 3Y | +56.0% | +57.4% | -1.4% | +34.3% |
| 5Y | +39.1% | -61.7% | +100.8% | +35.5% |
| All | +39.1% | -60.7% | +99.8% | +35.5% |
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