+231.1%
ORCL vs ZM
+48.4%
+182.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.2% | +2.9% |
| 7D | +15.0% | +1.6% | +13.4% | +14.8% |
| 30D | +10.5% | -7.7% | +18.3% | +11.4% |
| 3M | -23.0% | -4.7% | -18.4% | -22.7% |
| 6M | +7.0% | +24.4% | -17.4% | +4.9% |
| YTD | -15.8% | +11.8% | -27.6% | -16.8% |
| 1Y | -31.1% | +13.4% | -44.4% | -32.0% |
| 3Y | +33.3% | +33.8% | -0.6% | +29.3% |
| 5Y | +94.3% | -67.2% | +161.5% | +90.7% |
| All | +231.1% | +48.4% | +182.8% | +202.3% |
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