+214.1%
ON vs ZM
+53.5%
+160.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.8% | -4.1% |
| 7D | +12.2% | +11.0% | +1.2% | +9.9% |
| 30D | -3.1% | +5.6% | -8.8% | -4.2% |
| 3M | -12.9% | -9.1% | -3.7% | -11.4% |
| 6M | -38.6% | -2.6% | -36.0% | -38.9% |
| YTD | +31.2% | +15.7% | +15.6% | +24.7% |
| 1Y | +47.6% | +18.8% | +28.9% | +39.4% |
| 3Y | +6.6% | +62.2% | -55.6% | -5.7% |
| 5Y | +21.3% | -60.9% | +82.1% | +19.5% |
| All | +214.1% | +53.5% | +160.6% | +211.9% |
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