+55.5%
ZM vs DKS
+314.4%
-258.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.9% | 0.0% | -4.1% |
| 7D | +1.6% | -0.4% | +2.1% | +1.7% |
| 30D | -7.7% | -36.6% | +28.9% | -1.9% |
| 3M | -4.7% | -37.6% | +33.0% | +1.3% |
| 6M | +24.4% | -32.1% | +56.5% | +29.9% |
| YTD | +11.8% | -32.3% | +44.1% | +16.4% |
| 1Y | +13.4% | -39.5% | +52.8% | +19.9% |
| 3Y | +33.8% | +27.7% | +6.2% | +22.4% |
| 5Y | -67.2% | +15.0% | -82.2% | -71.0% |
| All | +55.5% | +314.4% | -258.8% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling