+55.1%
ZM vs DGX
+216.9%
-161.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.3% | -2.2% | +2.6% | +0.7% |
| 30D | -10.3% | -0.9% | -9.4% | -10.1% |
| 3M | -0.7% | +15.6% | -16.3% | -3.3% |
| 6M | +24.8% | +17.8% | +7.0% | +21.0% |
| YTD | +11.5% | +37.5% | -26.0% | +4.4% |
| 1Y | +12.3% | +31.2% | -18.8% | +6.1% |
| 3Y | +33.5% | +96.6% | -63.1% | +14.4% |
| 5Y | -67.5% | +64.9% | -132.4% | -71.5% |
| All | +55.1% | +216.9% | -161.8% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling