+58.2%
ZM vs DAR
+148.8%
-90.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.1% | +2.8% | +7.1% |
| 7D | +6.8% | +3.6% | +3.2% | +6.3% |
| 30D | +0.1% | -11.3% | +11.4% | +1.9% |
| 3M | -7.5% | -13.1% | +5.6% | -5.9% |
| 6M | -8.4% | -15.1% | +6.7% | -6.7% |
| YTD | +13.7% | +50.5% | -36.8% | +5.6% |
| 1Y | +15.9% | +57.9% | -42.0% | +6.9% |
| 3Y | +58.0% | +28.9% | +29.1% | +46.8% |
| 5Y | -60.4% | -31.4% | -28.9% | -60.8% |
| All | +58.2% | +148.8% | -90.6% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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