+54.0%
ZM vs DBX
+65.7%
-11.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.4% |
| 7D | -2.7% | -1.8% | -0.9% | -1.9% |
| 30D | -10.0% | +2.8% | -12.8% | -11.2% |
| 3M | +1.6% | +26.8% | -25.2% | -9.3% |
| 6M | +25.0% | +32.8% | -7.8% | +8.3% |
| YTD | +10.6% | +26.1% | -15.5% | -1.8% |
| 1Y | +14.0% | +14.1% | -0.2% | +5.2% |
| 3Y | +32.5% | +25.7% | +6.8% | +12.2% |
| 5Y | -68.3% | +11.2% | -79.5% | -73.0% |
| All | +54.0% | +65.7% | -11.8% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling