+108.4%
NOK vs ZM
+48.4%
+60.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.8% | +11.0% | +6.6% |
| 7D | +7.3% | +1.6% | +5.6% | +7.0% |
| 30D | +13.8% | -7.7% | +21.5% | +14.5% |
| 3M | -27.0% | -4.7% | -22.3% | -26.8% |
| 6M | +37.6% | +24.4% | +13.2% | +34.5% |
| YTD | +64.6% | +11.8% | +52.8% | +62.2% |
| 1Y | +132.0% | +13.4% | +118.7% | +128.1% |
| 3Y | +183.7% | +33.8% | +149.8% | +172.8% |
| 5Y | +101.3% | -67.2% | +168.4% | +97.2% |
| All | +108.4% | +48.4% | +60.0% | +106.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling