-53.0%
NKE vs ZM
+48.0%
-101.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -2.3% | +0.3% | -2.7% | -2.4% |
| 30D | -10.4% | -10.3% | -0.1% | -9.2% |
| 3M | -15.5% | -0.7% | -14.8% | -15.6% |
| 6M | -32.6% | +24.8% | -57.4% | -34.9% |
| YTD | -39.8% | +11.5% | -51.3% | -41.2% |
| 1Y | -47.6% | +12.3% | -59.9% | -48.9% |
| 3Y | -59.0% | +33.5% | -92.5% | -61.2% |
| 5Y | -74.9% | -67.5% | -7.4% | -75.1% |
| All | -53.0% | +48.0% | -101.0% | -54.2% |
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 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