+2.7%
JD vs ZM
+48.0%
-45.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | -19.3% | -10.3% | -9.1% | -17.4% |
| 3M | -6.0% | -0.7% | -5.4% | -6.4% |
| 6M | +1.8% | +24.8% | -23.0% | -5.4% |
| YTD | -2.6% | +11.5% | -14.0% | -7.4% |
| 1Y | -17.4% | +12.3% | -29.8% | -21.9% |
| 3Y | -8.6% | +33.5% | -42.1% | -18.9% |
| 5Y | -61.6% | -67.5% | +5.9% | -56.5% |
| All | +2.7% | +48.0% | -45.3% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling