+107.1%
NOC vs ZM
+55.9%
+51.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -2.4% |
| 7D | -5.2% | +2.9% | -8.1% | -5.1% |
| 30D | -7.2% | +0.7% | -7.9% | -7.2% |
| 3M | -5.1% | -3.7% | -1.4% | -5.1% |
| 6M | -31.1% | +29.9% | -61.0% | -30.6% |
| YTD | -8.6% | +17.4% | -26.0% | -8.1% |
| 1Y | -9.7% | +22.4% | -32.1% | -9.1% |
| 3Y | +24.3% | +41.3% | -17.0% | +25.6% |
| 5Y | +52.6% | -66.0% | +118.7% | +47.2% |
| All | +107.1% | +55.9% | +51.2% | +82.7% |
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