+42.1%
DLR vs ZM
-67.1%
+109.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | -1.2% | -10.3% | +9.1% | +0.7% |
| 3M | +2.9% | -0.7% | +3.6% | +2.5% |
| 6M | +6.7% | +24.8% | -18.1% | +0.2% |
| YTD | +23.9% | +11.5% | +12.4% | +18.5% |
| 1Y | +18.6% | +12.3% | +6.3% | +12.9% |
| 3Y | +59.7% | +33.5% | +26.2% | +43.1% |
| 5Y | +42.1% | -67.5% | +109.5% | +40.5% |
| All | +42.1% | -67.1% | +109.1% | +40.5% |
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