+7.5%
JD vs ZM
+55.9%
-48.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.1% |
| 7D | -1.7% | +2.9% | -4.6% | -2.4% |
| 30D | -13.2% | +0.7% | -13.8% | -13.6% |
| 3M | -3.2% | -3.7% | +0.5% | -2.8% |
| 6M | +15.2% | +29.9% | -14.7% | +6.1% |
| YTD | +2.0% | +17.4% | -15.5% | -4.3% |
| 1Y | -5.4% | +22.4% | -27.8% | -12.4% |
| 3Y | -9.1% | +41.3% | -50.4% | -20.5% |
| 5Y | -59.6% | -66.0% | +6.4% | -54.8% |
| All | +7.5% | +55.9% | -48.4% | -5.5% |
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