+55.1%
ZM vs DTE
+65.8%
-10.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.4% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -10.3% | -0.5% | -9.8% | -10.3% |
| 3M | -0.7% | -6.0% | +5.4% | -1.3% |
| 6M | +24.8% | -7.2% | +32.0% | +24.1% |
| YTD | +11.5% | +7.2% | +4.3% | +12.3% |
| 1Y | +12.3% | +4.1% | +8.3% | +12.9% |
| 3Y | +33.5% | +46.9% | -13.4% | +39.6% |
| 5Y | -67.5% | +32.9% | -100.4% | -66.4% |
| All | +55.1% | +65.8% | -10.7% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling