+59.4%
ZM vs DRI
+68.4%
-9.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.1% | +7.8% | +7.9% |
| 7D | +6.8% | -0.7% | +7.5% | +6.9% |
| 30D | +0.1% | +14.7% | -14.6% | -2.0% |
| 3M | -7.5% | +5.4% | -13.0% | -8.4% |
| 6M | -8.4% | +18.8% | -27.3% | -11.4% |
| YTD | +13.7% | +28.4% | -14.7% | +6.2% |
| 1Y | +15.9% | +37.7% | -21.7% | +6.1% |
| All | +59.4% | +68.4% | -9.0% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling