+137.4%
ORCL vs ZM
+38.3%
+99.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | -11.2% | -5.9% | -5.3% | -10.5% |
| 30D | -18.8% | -5.2% | -13.7% | -18.2% |
| 3M | -18.8% | -11.3% | -7.5% | -17.7% |
| 6M | -39.7% | -14.5% | -25.2% | -38.7% |
| YTD | -39.6% | +4.2% | -43.8% | -39.8% |
| 1Y | -51.7% | +9.3% | -61.1% | -52.0% |
| 3Y | +10.2% | +45.4% | -35.2% | +6.9% |
| 5Y | +30.8% | -66.0% | +96.9% | +29.6% |
| All | +137.4% | +38.3% | +99.2% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling