-93.9%
OPEN vs ZM
-61.0%
-33.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.9% | -3.7% | -3.2% |
| 7D | -31.1% | +6.8% | -37.9% | -35.4% |
| 30D | -34.7% | +0.1% | -34.8% | -35.1% |
| 3M | -61.9% | -7.5% | -54.3% | -59.6% |
| 6M | -71.9% | -8.4% | -63.4% | -70.6% |
| YTD | -76.6% | +13.7% | -90.2% | -82.0% |
| 1Y | -83.9% | +15.9% | -99.9% | -88.0% |
| 3Y | -34.4% | +58.0% | -92.4% | -66.3% |
| 5Y | -93.9% | -60.4% | -33.6% | -89.4% |
| All | -93.9% | -61.0% | -33.0% | -89.4% |
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