-1.8%
O vs ZM
-3.6%
+1.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.6% |
| 7D | -0.4% | +11.0% | -11.4% | +0.3% |
| 30D | +7.1% | +5.6% | +1.5% | +7.4% |
| 3M | -5.2% | -9.1% | +3.9% | -5.7% |
| 6M | -1.8% | -2.6% | +0.8% | -3.1% |
| All | -1.8% | -3.6% | +1.8% | -3.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling