+54.1%
ZM vs DKS
+322.7%
-268.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -5.7% | -3.0% | -2.7% | -5.2% |
| 30D | -9.1% | -33.4% | +24.3% | -4.1% |
| 3M | +3.5% | -39.4% | +42.9% | +10.6% |
| 6M | +25.7% | -30.1% | +55.8% | +30.6% |
| YTD | +10.8% | -31.0% | +41.7% | +15.0% |
| 1Y | +12.8% | -40.2% | +52.9% | +19.5% |
| 3Y | +33.1% | +30.9% | +2.2% | +21.3% |
| 5Y | -68.3% | +14.0% | -82.3% | -72.1% |
| All | +54.1% | +322.7% | -268.6% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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