+2.0%
RDW vs ZM
-74.2%
+76.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.9% | -5.7% | +6.5% | +3.1% |
| 30D | -21.3% | -9.1% | -12.2% | -18.6% |
| 3M | -37.9% | +3.5% | -41.4% | -39.4% |
| 6M | +12.3% | +25.7% | -13.4% | -2.4% |
| YTD | +39.7% | +10.8% | +29.0% | +25.2% |
| 1Y | +25.7% | +12.8% | +12.9% | +11.5% |
| 3Y | +230.8% | +33.1% | +197.7% | +173.0% |
| 5Y | -8.8% | -68.3% | +59.5% | +2.9% |
| All | +2.0% | -74.2% | +76.3% | +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 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