-67.1%
ZM vs DBX
+11.7%
-78.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.8% |
| 7D | -5.7% | +2.1% | -7.8% | -6.9% |
| 30D | -9.1% | +5.7% | -14.8% | -12.4% |
| 3M | +3.5% | +31.8% | -28.3% | -13.4% |
| 6M | +25.7% | +37.5% | -11.8% | +1.1% |
| YTD | +10.8% | +27.9% | -17.2% | -6.8% |
| 1Y | +12.8% | +15.0% | -2.3% | +0.6% |
| 3Y | +33.1% | +27.2% | +6.0% | +1.2% |
| All | -67.1% | +11.7% | -78.8% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling