-34.5%
RBLX vs ZM
-72.5%
+38.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +5.1% | -5.7% | +10.7% | +8.9% |
| 30D | +28.0% | -9.1% | +37.1% | +35.2% |
| 3M | +4.6% | +3.5% | +1.1% | 0.0% |
| 6M | -24.7% | +25.7% | -50.3% | -39.6% |
| YTD | -43.8% | +10.8% | -54.6% | -52.1% |
| 1Y | -65.8% | +12.8% | -78.5% | -71.6% |
| 3Y | +59.4% | +33.1% | +26.2% | +7.9% |
| 5Y | -48.2% | -68.3% | +20.1% | -5.1% |
| All | -34.5% | -72.5% | +38.0% | +19.0% |
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 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