+222.3%
ORLY vs ZM
+47.0%
+175.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | -2.4% | -5.7% | +3.3% | -2.2% |
| 30D | -6.8% | -9.1% | +2.3% | -6.6% |
| 3M | -4.8% | +3.5% | -8.3% | -4.9% |
| 6M | -9.1% | +25.7% | -34.7% | -9.5% |
| YTD | -5.9% | +10.8% | -16.7% | -6.2% |
| 1Y | -20.4% | +12.8% | -33.2% | -20.7% |
| 3Y | +36.6% | +33.1% | +3.4% | +35.6% |
| 5Y | +117.3% | -68.3% | +185.6% | +110.5% |
| All | +222.3% | +47.0% | +175.2% | +216.4% |
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 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