-5.4%
JD vs ZM
+21.7%
-27.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.5% |
| 7D | -1.7% | +2.9% | -4.6% | -2.0% |
| 30D | -13.2% | +0.7% | -13.8% | -13.3% |
| 3M | -3.2% | -3.7% | +0.5% | -3.5% |
| 6M | +15.2% | +29.9% | -14.7% | +9.8% |
| YTD | +2.0% | +17.4% | -15.5% | -1.8% |
| 1Y | -5.4% | +22.4% | -27.8% | -7.6% |
| All | -5.4% | +21.7% | -27.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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