+54.1%
ZM vs DGX
+216.3%
-162.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -5.7% | -0.9% | -4.8% | -5.5% |
| 30D | -9.1% | -1.2% | -7.9% | -8.9% |
| 3M | +3.5% | +15.8% | -12.3% | +0.8% |
| 6M | +25.7% | +18.2% | +7.5% | +21.7% |
| YTD | +10.8% | +37.2% | -26.4% | +3.8% |
| 1Y | +12.8% | +30.4% | -17.6% | +6.7% |
| 3Y | +33.1% | +96.7% | -63.6% | +14.1% |
| 5Y | -68.3% | +67.2% | -135.5% | -72.3% |
| All | +54.1% | +216.3% | -162.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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