+57.6%
ZM vs DRI
+145.9%
-88.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +10.0% | -0.3% | +10.3% | +10.0% |
| 30D | -0.5% | +10.8% | -11.3% | -0.6% |
| 3M | -7.1% | +0.9% | -8.0% | -7.1% |
| 6M | -5.1% | +16.3% | -21.4% | -5.4% |
| YTD | +13.2% | +27.8% | -14.6% | +12.5% |
| 1Y | +15.3% | +33.9% | -18.5% | +14.5% |
| 3Y | +57.4% | +67.2% | -9.8% | +56.5% |
| 5Y | -61.7% | +79.0% | -140.7% | -62.6% |
| All | +57.6% | +145.9% | -88.3% | +79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling