+16.6%
OXY vs ZM
+47.0%
-30.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.8% | -5.7% | +8.5% | +2.7% |
| 30D | +5.5% | -9.1% | +14.5% | +5.3% |
| 3M | +11.3% | +3.5% | +7.8% | +11.5% |
| 6M | +11.6% | +25.7% | -14.1% | +12.4% |
| YTD | +51.6% | +10.8% | +40.8% | +52.3% |
| 1Y | +36.2% | +12.8% | +23.4% | +37.0% |
| 3Y | +1.7% | +33.1% | -31.4% | +2.8% |
| 5Y | +164.5% | -68.3% | +232.8% | +135.1% |
| All | +16.6% | +47.0% | -30.4% | +17.5% |
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