-12.6%
DT vs ZM
+57.7%
-70.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +2.7% | +10.0% | -7.3% | -1.4% |
| 30D | -30.4% | -0.5% | -29.9% | -30.3% |
| 3M | -9.4% | -7.1% | -2.3% | -7.2% |
| 6M | +14.5% | -5.1% | +19.6% | +15.3% |
| YTD | +3.6% | +13.2% | -9.6% | -3.6% |
| 1Y | -3.4% | +15.3% | -18.8% | -11.0% |
| All | -12.6% | +57.7% | -70.3% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling