+210.2%
ON vs ZM
+46.9%
+163.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -4.7% | -2.7% | -2.0% | -4.2% |
| 30D | -13.5% | -10.0% | -3.5% | -11.8% |
| 3M | -36.3% | +1.6% | -37.9% | -37.0% |
| 6M | +17.8% | +25.0% | -7.2% | +10.7% |
| YTD | +29.6% | +10.6% | +19.0% | +24.3% |
| 1Y | +45.8% | +14.0% | +31.8% | +38.8% |
| 3Y | -28.3% | +32.5% | -60.8% | -34.2% |
| 5Y | +49.6% | -68.3% | +118.0% | +49.5% |
| All | +210.2% | +46.9% | +163.4% | +210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling