-58.0%
JD vs ZM
-64.9%
+6.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.2% |
| 7D | +7.9% | -0.3% | +8.2% | +7.9% |
| 30D | +4.8% | -6.2% | +10.9% | +6.7% |
| 3M | -13.9% | -12.2% | -1.7% | -10.8% |
| 6M | -5.8% | -16.0% | +10.2% | -1.9% |
| YTD | +2.4% | +6.3% | -3.9% | -4.2% |
| 1Y | -7.5% | +12.3% | -19.8% | -15.7% |
| 3Y | +20.9% | +51.2% | -30.3% | -6.7% |
| 5Y | -58.0% | -64.5% | +6.5% | -56.6% |
| All | -58.0% | -64.9% | +6.8% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling