+18.8%
ZM vs DG
+31.9%
-13.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.2% |
| 7D | +11.0% | +0.3% | +10.7% | +11.0% |
| 30D | +5.6% | +3.2% | +2.4% | +4.7% |
| 3M | -9.1% | +10.4% | -19.6% | -11.3% |
| 6M | -2.6% | +33.2% | -35.7% | -8.5% |
| YTD | +15.7% | +3.0% | +12.7% | +14.9% |
| 1Y | +18.8% | +31.2% | -12.5% | +14.7% |
| All | +18.8% | +31.9% | -13.1% | +14.7% |
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 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