+61.0%
ZM vs DBX
+58.5%
+2.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.1% | +2.1% |
| 7D | +11.0% | -3.3% | +14.3% | +12.6% |
| 30D | +5.6% | -5.9% | +11.5% | +8.5% |
| 3M | -9.1% | -6.7% | -2.5% | -6.7% |
| 6M | -2.6% | +28.0% | -30.5% | -13.8% |
| YTD | +15.7% | +20.6% | -5.0% | +4.2% |
| 1Y | +18.8% | +10.3% | +8.5% | +11.3% |
| 3Y | +62.2% | +24.0% | +38.1% | +37.5% |
| 5Y | -60.9% | +24.2% | -85.1% | -67.5% |
| All | +61.0% | +58.5% | +2.4% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling