-5.7%
DT vs ZM
+8.0%
-13.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -25.5% | -8.4% | -17.1% | -22.8% |
| 30D | -22.3% | -1.9% | -20.4% | -21.7% |
| 3M | +2.3% | -10.1% | +12.4% | +6.1% |
| 6M | +20.7% | -13.9% | +34.6% | +26.1% |
| YTD | +7.9% | +6.4% | +1.5% | +4.2% |
| 1Y | -5.7% | +9.6% | -15.3% | -10.0% |
| All | -5.7% | +8.0% | -13.8% | -10.0% |
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 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