+22.4%
ZM vs DG
+23.4%
-1.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.5% | +1.8% | +2.9% |
| 7D | +2.9% | +8.4% | -5.5% | +1.1% |
| 30D | +0.7% | +4.9% | -4.3% | -0.5% |
| 3M | -3.7% | +29.3% | -33.0% | -8.6% |
| 6M | +29.9% | -11.3% | +41.1% | +31.8% |
| YTD | +17.4% | +1.8% | +15.7% | +16.8% |
| 1Y | +22.4% | +25.3% | -2.9% | +17.2% |
| All | +22.4% | +23.4% | -1.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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