+276.4%
RCL vs ZM
+48.0%
+228.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.4% |
| 7D | +5.0% | -0.3% | +5.2% | +5.1% |
| 30D | +19.4% | -6.2% | +25.6% | +21.4% |
| 3M | +5.9% | -12.2% | +18.2% | +9.5% |
| 6M | +23.8% | -16.0% | +39.8% | +29.0% |
| YTD | +22.8% | +6.3% | +16.5% | +14.7% |
| 1Y | +34.3% | +12.3% | +22.0% | +21.9% |
| 3Y | +276.4% | +51.2% | +225.2% | +226.7% |
| All | +276.4% | +48.0% | +228.5% | +226.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling