+54.0%
ZM vs DG
+9.5%
+44.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.5% |
| 7D | -2.7% | -6.3% | +3.6% | -1.4% |
| 30D | -10.0% | +2.4% | -12.4% | -10.4% |
| 3M | +1.6% | +12.4% | -10.8% | -0.8% |
| 6M | +25.0% | -14.9% | +39.9% | +28.5% |
| YTD | +10.6% | -6.1% | +16.7% | +11.4% |
| 1Y | +14.0% | +17.9% | -3.9% | +9.4% |
| 3Y | +32.5% | +3.1% | +29.3% | +25.8% |
| 5Y | -68.3% | -38.7% | -29.7% | -64.2% |
| All | +54.0% | +9.5% | +44.4% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling