+47.9%
ZM vs DECK
+256.2%
-208.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +1.1% |
| 7D | -0.3% | +6.4% | -6.7% | -1.7% |
| 30D | -6.2% | +9.1% | -15.3% | -8.0% |
| 3M | -12.2% | -7.2% | -5.0% | -11.0% |
| 6M | -16.0% | -9.9% | -6.1% | -14.7% |
| YTD | +6.3% | -12.8% | +19.1% | +7.5% |
| 1Y | +12.3% | +10.6% | +1.7% | +7.2% |
| 3Y | +51.2% | -13.8% | +65.0% | +43.5% |
| 5Y | -64.5% | +27.6% | -92.1% | -72.2% |
| All | +47.9% | +256.2% | -208.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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