+117.6%
DT vs ZM
+5.8%
+111.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -2.8% |
| 7D | -3.3% | +2.9% | -6.2% | -4.3% |
| 30D | +2.0% | +0.7% | +1.4% | +1.4% |
| 3M | +20.0% | -3.7% | +23.7% | +20.9% |
| 6M | +39.3% | +29.9% | +9.4% | +25.9% |
| YTD | +19.8% | +17.4% | +2.3% | +11.4% |
| 1Y | +4.3% | +22.4% | -18.1% | -4.6% |
| 3Y | +7.7% | +41.3% | -33.6% | -7.9% |
| 5Y | -26.8% | -66.0% | +39.2% | -11.2% |
| All | +117.6% | +5.8% | +111.8% | +139.2% |
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 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