-67.1%
ZM vs DTE
+30.3%
-97.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -5.7% | -2.6% | -3.1% | -5.4% |
| 30D | -9.1% | -4.4% | -4.7% | -8.7% |
| 3M | +3.5% | -8.3% | +11.9% | +4.4% |
| 6M | +25.7% | -8.1% | +33.7% | +26.4% |
| YTD | +10.8% | +4.4% | +6.3% | +8.5% |
| 1Y | +12.8% | +0.2% | +12.6% | +11.3% |
| 3Y | +33.1% | +42.6% | -9.5% | +19.9% |
| All | -67.1% | +30.3% | -97.4% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling