+47.9%
ZM vs D
+25.7%
+22.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.2% |
| 30D | -6.2% | +10.7% | -16.9% | -5.5% |
| 3M | -12.2% | +2.3% | -14.5% | -12.0% |
| 6M | -16.0% | +12.5% | -28.5% | -15.4% |
| YTD | +6.3% | +20.1% | -13.8% | +7.4% |
| 1Y | +12.3% | +15.6% | -3.3% | +13.4% |
| 3Y | +51.2% | +75.2% | -24.0% | +55.9% |
| 5Y | -64.5% | +14.6% | -79.1% | -65.0% |
| All | +47.9% | +25.7% | +22.2% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling