-68.3%
ZM vs DG
-39.4%
-28.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.5% |
| 7D | -2.7% | -6.3% | +3.6% | -1.7% |
| 30D | -10.0% | +2.4% | -12.4% | -10.3% |
| 3M | +1.6% | +12.4% | -10.8% | -0.2% |
| 6M | +25.0% | -14.9% | +39.9% | +27.5% |
| YTD | +10.6% | -6.1% | +16.7% | +11.3% |
| 1Y | +14.0% | +17.9% | -3.9% | +10.8% |
| 3Y | +32.5% | +3.1% | +29.3% | +28.2% |
| 5Y | -68.3% | -38.7% | -29.7% | -63.9% |
| All | -68.3% | -39.4% | -28.9% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling