-47.4%
NKE vs ZM
+21.7%
-69.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.2% | -1.3% |
| 7D | -2.0% | +2.9% | -4.9% | -2.3% |
| 30D | -8.6% | +0.7% | -9.3% | -8.6% |
| 3M | -11.0% | -3.7% | -7.3% | -11.1% |
| 6M | -33.2% | +29.9% | -63.1% | -35.8% |
| YTD | -38.1% | +17.4% | -55.6% | -40.0% |
| 1Y | -47.4% | +22.4% | -69.8% | -49.6% |
| All | -47.4% | +21.7% | -69.1% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling