+22.4%
ZM vs DBX
+20.4%
+2.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +4.4% |
| 7D | +2.9% | -2.4% | +5.4% | +4.1% |
| 30D | +0.7% | -0.5% | +1.2% | +0.8% |
| 3M | -3.7% | +28.1% | -31.7% | -14.3% |
| 6M | +29.9% | +33.1% | -3.2% | +12.4% |
| YTD | +17.4% | +25.3% | -7.9% | +3.5% |
| 1Y | +22.4% | +18.3% | +4.0% | +9.6% |
| All | +22.4% | +20.4% | +2.0% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling