+7.7%
JD vs ZM
+39.9%
-32.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | 0.0% |
| 7D | +5.2% | -1.0% | +6.2% | +5.4% |
| 30D | +4.5% | -7.0% | +11.5% | +6.1% |
| 3M | -15.4% | -15.2% | -0.2% | -12.4% |
| 6M | -6.0% | -16.8% | +10.7% | -3.0% |
| YTD | +2.2% | +5.4% | -3.2% | -1.9% |
| 1Y | -6.7% | +9.3% | -16.0% | -11.4% |
| 3Y | +20.5% | +46.5% | -26.0% | +3.9% |
| 5Y | -58.4% | -63.8% | +5.4% | -53.7% |
| All | +7.7% | +39.9% | -32.2% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling