+62.2%
ZM vs DG
+21.7%
+40.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.2% |
| 3M | -9.1% | +10.4% | -19.6% | -10.1% |
| 6M | -2.6% | +33.2% | -35.7% | -5.1% |
| YTD | +15.7% | +3.0% | +12.7% | +14.9% |
| 1Y | +18.8% | +31.2% | -12.5% | +16.3% |
| 3Y | +62.2% | +21.8% | +40.3% | +57.1% |
| All | +62.2% | +21.7% | +40.5% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling