+6.2%
DT vs ZM
+30.9%
-24.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.8% | +1.7% | -1.1% |
| 7D | -4.9% | +1.6% | -6.5% | -5.5% |
| 30D | +2.7% | -7.7% | +10.4% | +5.7% |
| 3M | +20.0% | -4.7% | +24.6% | +21.2% |
| 6M | +28.0% | +24.4% | +3.6% | +15.5% |
| YTD | +16.0% | +11.8% | +4.3% | +8.6% |
| 1Y | +0.7% | +13.4% | -12.6% | -6.4% |
| 3Y | +6.2% | +33.8% | -27.6% | -12.2% |
| All | +6.2% | +30.9% | -24.7% | -12.2% |
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