+55.5%
ZM vs DLTR
+14.2%
+41.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -5.6% | +0.8% | -4.2% |
| 7D | +1.6% | -5.8% | +7.4% | +2.3% |
| 30D | -7.7% | -5.2% | -2.5% | -7.2% |
| 3M | -4.7% | +15.2% | -19.8% | -6.1% |
| 6M | +24.4% | +7.1% | +17.3% | +23.1% |
| YTD | +11.8% | +0.8% | +10.9% | +11.1% |
| 1Y | +13.4% | +24.8% | -11.4% | +9.9% |
| 3Y | +33.8% | +6.9% | +26.9% | +30.3% |
| 5Y | -67.2% | +33.2% | -100.4% | -66.6% |
| All | +55.5% | +14.2% | +41.4% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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