-74.1%
OPEN vs ZM
-60.3%
-13.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -5.9% | -6.2% |
| 7D | -10.5% | -2.7% | -7.8% | -8.9% |
| 30D | -21.8% | -10.0% | -11.8% | -16.3% |
| 3M | -37.5% | +1.6% | -39.1% | -38.8% |
| 6M | -44.1% | +25.0% | -69.1% | -53.7% |
| YTD | -52.0% | +10.6% | -62.6% | -58.3% |
| 1Y | -52.2% | +14.0% | -66.2% | -59.0% |
| 3Y | -25.9% | +32.5% | -58.4% | -43.1% |
| 5Y | -85.1% | -68.3% | -16.7% | -78.2% |
| All | -74.1% | -60.3% | -13.8% | -60.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling