+13.8%
ORCL vs ZM
+61.1%
-47.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -2.1% |
| 7D | +8.0% | +11.0% | -3.1% | +4.1% |
| 30D | -4.0% | +5.6% | -9.6% | -5.5% |
| 3M | -19.5% | -9.1% | -10.3% | -17.2% |
| 6M | -33.5% | -2.6% | -30.9% | -33.0% |
| YTD | -34.8% | +15.7% | -50.5% | -37.5% |
| 1Y | -41.6% | +18.8% | -60.4% | -44.4% |
| 3Y | +13.8% | +62.2% | -48.4% | -3.0% |
| All | +13.8% | +61.1% | -47.3% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling