+14.0%
ZM vs DD
+35.1%
-21.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.3% |
| 3M | +1.6% | -5.4% | +7.0% | +1.8% |
| 6M | +25.0% | -6.9% | +31.9% | +24.9% |
| YTD | +10.6% | +6.9% | +3.7% | +8.4% |
| 1Y | +14.0% | +35.6% | -21.7% | +9.3% |
| All | +14.0% | +35.1% | -21.2% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling