+228.8%
ON vs ZM
+55.9%
+172.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.3% |
| 7D | +2.4% | +2.9% | -0.5% | +1.8% |
| 30D | -3.3% | +0.7% | -4.0% | -3.6% |
| 3M | -43.6% | -3.7% | -39.9% | -43.5% |
| 6M | +19.0% | +29.9% | -10.9% | +11.0% |
| YTD | +37.4% | +17.4% | +19.9% | +30.1% |
| 1Y | +54.8% | +22.4% | +32.4% | +45.2% |
| 3Y | -25.2% | +41.3% | -66.5% | -32.1% |
| 5Y | +62.7% | -66.0% | +128.8% | +60.5% |
| All | +228.8% | +55.9% | +172.9% | +225.5% |
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