+45.4%
ZM vs D
+79.5%
-34.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.1% |
| 7D | -5.9% | +3.0% | -8.9% | -5.8% |
| 30D | -5.2% | +11.5% | -16.7% | -4.8% |
| 3M | -11.3% | +3.7% | -15.0% | -11.0% |
| 6M | -14.5% | +13.5% | -28.0% | -14.7% |
| YTD | +4.2% | +20.7% | -16.6% | +3.2% |
| 1Y | +9.3% | +18.2% | -8.9% | +8.6% |
| 3Y | +45.4% | +73.3% | -27.9% | +30.0% |
| All | +45.4% | +79.5% | -34.1% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling