+54.1%
ZM vs DVA
+255.4%
-201.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.7% | -1.3% | -4.4% | -5.6% |
| 30D | -9.1% | 0.0% | -9.1% | -9.1% |
| 3M | +3.5% | -10.9% | +14.5% | +4.0% |
| 6M | +25.7% | +17.3% | +8.4% | +24.2% |
| YTD | +10.8% | +59.8% | -49.0% | +6.7% |
| 1Y | +12.8% | +36.3% | -23.5% | +10.1% |
| 3Y | +33.1% | +88.6% | -55.5% | +26.5% |
| 5Y | -68.3% | +47.5% | -115.8% | -70.7% |
| All | +54.1% | +255.4% | -201.3% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling