+20.9%
JD vs ZM
+48.0%
-27.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.9% |
| 7D | +7.9% | -0.3% | +8.2% | +7.9% |
| 30D | +4.8% | -6.2% | +10.9% | +5.8% |
| 3M | -13.9% | -12.2% | -1.7% | -12.2% |
| 6M | -5.8% | -16.0% | +10.2% | -3.6% |
| YTD | +2.4% | +6.3% | -3.9% | -1.3% |
| 1Y | -7.5% | +12.3% | -19.8% | -12.3% |
| 3Y | +20.9% | +51.2% | -30.3% | +5.2% |
| All | +20.9% | +48.0% | -27.1% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling