+96.2%
NOK vs ZM
+55.9%
+40.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +2.3% |
| 7D | -1.8% | +2.9% | -4.7% | -2.0% |
| 30D | +4.7% | +0.7% | +4.0% | +4.5% |
| 3M | -39.7% | -3.7% | -36.0% | -39.5% |
| 6M | +23.1% | +29.9% | -6.8% | +19.8% |
| YTD | +55.0% | +17.4% | +37.6% | +52.1% |
| 1Y | +118.0% | +22.4% | +95.6% | +112.9% |
| 3Y | +170.5% | +41.3% | +129.2% | +158.9% |
| 5Y | +84.9% | -66.0% | +150.9% | +80.4% |
| All | +96.2% | +55.9% | +40.3% | +93.3% |
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