-22.8%
DOW vs ZM
+48.4%
-71.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.3% | +0.6% |
| 7D | -2.9% | +1.6% | -4.5% | -3.0% |
| 30D | +2.0% | -7.7% | +9.7% | +2.3% |
| 3M | -12.5% | -4.7% | -7.9% | -12.4% |
| 6M | -9.2% | +24.4% | -33.6% | -10.3% |
| YTD | +30.8% | +11.8% | +19.0% | +29.7% |
| 1Y | +29.4% | +13.4% | +16.0% | +28.3% |
| 3Y | -34.6% | +33.8% | -68.4% | -35.6% |
| 5Y | -35.9% | -67.2% | +31.2% | -39.7% |
| All | -22.8% | +48.4% | -71.2% | -30.0% |
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