+33.0%
ZM vs DTE
+45.3%
-12.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.8% |
| 7D | -2.7% | -2.0% | -0.7% | -2.7% |
| 30D | -10.0% | -2.4% | -7.6% | -10.0% |
| 3M | +1.6% | -7.3% | +8.9% | +1.6% |
| 6M | +25.0% | -7.6% | +32.6% | +25.0% |
| YTD | +10.6% | +5.8% | +4.8% | +8.3% |
| 1Y | +14.0% | +2.3% | +11.6% | +12.1% |
| All | +33.0% | +45.3% | -12.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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