+56.9%
ON vs ZM
-67.1%
+124.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -11.0% | -10.3% | -0.8% | -7.5% |
| 3M | -39.3% | -0.7% | -38.7% | -40.2% |
| 6M | +19.8% | +24.8% | -5.0% | +4.3% |
| YTD | +31.1% | +11.5% | +19.6% | +18.2% |
| 1Y | +46.0% | +12.3% | +33.7% | +30.7% |
| 3Y | -27.5% | +33.5% | -61.0% | -41.7% |
| 5Y | +56.9% | -67.5% | +124.4% | +91.9% |
| All | +56.9% | -67.1% | +124.0% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling