+63.4%
ZM vs DRI
+132.1%
-68.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.3% |
| 7D | +2.9% | +0.6% | +2.4% | +2.9% |
| 30D | +0.7% | +3.8% | -3.2% | +0.6% |
| 3M | -3.7% | +13.0% | -16.7% | -3.9% |
| 6M | +29.9% | +8.3% | +21.6% | +29.7% |
| YTD | +17.4% | +20.6% | -3.2% | +16.8% |
| 1Y | +22.4% | +6.5% | +15.9% | +22.1% |
| 3Y | +41.3% | +53.7% | -12.4% | +40.5% |
| 5Y | -66.0% | +72.7% | -138.7% | -66.7% |
| All | +63.4% | +132.1% | -68.7% | +86.4% |
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