+54.0%
ZM vs DD
+40.9%
+13.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | -2.7% | -2.9% | +0.2% | -2.5% |
| 30D | -10.0% | -11.5% | +1.5% | -9.0% |
| 3M | +1.6% | -5.4% | +7.0% | +2.0% |
| 6M | +25.0% | -6.9% | +31.9% | +25.5% |
| YTD | +10.6% | +6.9% | +3.7% | +9.5% |
| 1Y | +14.0% | +35.6% | -21.7% | +10.1% |
| 3Y | +32.5% | +42.5% | -10.1% | +26.5% |
| 5Y | -68.3% | +58.5% | -126.8% | -70.1% |
| All | +54.0% | +40.9% | +13.1% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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