+10.5%
ON vs ZM
+58.3%
-47.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.9% | -2.1% | +3.4% |
| 7D | +3.3% | +6.8% | -3.5% | +1.5% |
| 30D | -3.1% | +0.1% | -3.3% | -3.2% |
| 3M | -9.2% | -7.5% | -1.7% | -7.6% |
| 6M | -31.4% | -8.4% | -22.9% | -30.0% |
| YTD | +36.0% | +13.7% | +22.3% | +24.8% |
| 1Y | +52.0% | +15.9% | +36.1% | +37.8% |
| All | +10.5% | +58.3% | -47.8% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling