+160.0%
ORCL vs ZM
+50.3%
+109.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +10.4% | +10.0% | +0.4% | +9.2% |
| 30D | -11.2% | -0.5% | -10.8% | -11.1% |
| 3M | -16.8% | -7.1% | -9.7% | -16.1% |
| 6M | -31.5% | -5.1% | -26.4% | -31.1% |
| YTD | -33.9% | +13.2% | -47.1% | -34.6% |
| 1Y | -43.3% | +15.3% | -58.6% | -44.0% |
| 3Y | +16.5% | +57.4% | -41.0% | +12.0% |
| 5Y | +45.4% | -61.7% | +107.1% | +42.7% |
| All | +160.0% | +50.3% | +109.6% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling