+9.6%
ZM vs DVA
+62.2%
-52.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | +0.6% |
| 7D | -8.4% | +4.7% | -13.1% | -7.9% |
| 30D | -1.9% | +7.8% | -9.7% | -1.0% |
| 3M | -10.1% | -15.5% | +5.4% | -11.7% |
| 6M | -13.9% | +25.0% | -38.9% | -9.2% |
| YTD | +6.4% | +69.6% | -63.1% | +17.4% |
| 1Y | +9.6% | +60.6% | -51.0% | +23.7% |
| All | +9.6% | +62.2% | -52.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling