+140.9%
NOK vs ZM
+13.6%
+127.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +11.0% | -5.7% | +16.7% | +12.1% |
| 30D | +7.8% | -9.1% | +16.9% | +9.5% |
| 3M | -21.0% | +3.5% | -24.5% | -21.8% |
| 6M | +40.9% | +25.7% | +15.2% | +36.5% |
| YTD | +72.0% | +10.8% | +61.3% | +70.2% |
| 1Y | +140.9% | +12.8% | +128.1% | +139.8% |
| All | +140.9% | +13.6% | +127.3% | +139.8% |
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