+221.1%
ORLY vs ZM
+46.9%
+174.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -2.1% | -2.7% | +0.6% | -2.1% |
| 30D | -7.6% | -10.0% | +2.4% | -7.4% |
| 3M | -5.5% | +1.6% | -7.1% | -5.5% |
| 6M | -9.7% | +25.0% | -34.7% | -10.2% |
| YTD | -6.2% | +10.6% | -16.9% | -6.5% |
| 1Y | -18.6% | +14.0% | -32.6% | -19.0% |
| 3Y | +33.8% | +32.5% | +1.4% | +32.9% |
| 5Y | +116.5% | -68.3% | +184.9% | +109.7% |
| All | +221.1% | +46.9% | +174.2% | +215.3% |
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 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