+122.8%
OKE vs ZM
+46.9%
+76.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | 0.0% | -2.7% | +2.7% | 0.0% |
| 30D | +4.6% | -10.0% | +14.6% | +4.7% |
| 3M | +6.9% | +1.6% | +5.3% | +6.9% |
| 6M | +15.8% | +25.0% | -9.2% | +15.3% |
| YTD | +35.2% | +10.6% | +24.6% | +34.9% |
| 1Y | +37.6% | +14.0% | +23.6% | +37.1% |
| 3Y | +72.0% | +32.5% | +39.6% | +71.0% |
| 5Y | +139.0% | -68.3% | +207.3% | +121.7% |
| All | +122.8% | +46.9% | +76.0% | +111.9% |
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