+131.9%
RCL vs ZM
+55.9%
+76.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.5% |
| 7D | -5.1% | +2.9% | -8.0% | -5.4% |
| 30D | -19.0% | +0.7% | -19.7% | -19.2% |
| 3M | -9.6% | -3.7% | -5.9% | -9.4% |
| 6M | -6.7% | +29.9% | -36.6% | -9.9% |
| YTD | -3.9% | +17.4% | -21.4% | -6.5% |
| 1Y | -25.1% | +22.4% | -47.5% | -27.5% |
| 3Y | +179.1% | +41.3% | +137.8% | +165.9% |
| 5Y | +243.3% | -66.0% | +309.3% | +199.4% |
| All | +131.9% | +55.9% | +76.1% | +103.6% |
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