+56.2%
RIG vs ZM
-68.2%
+124.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -3.1% | -5.7% | +2.6% | -1.5% |
| 30D | -0.5% | -9.1% | +8.6% | +1.8% |
| 3M | -6.0% | +3.5% | -9.5% | -7.4% |
| 6M | -10.1% | +25.7% | -35.8% | -17.3% |
| YTD | +37.3% | +10.8% | +26.5% | +30.3% |
| 1Y | +73.9% | +12.8% | +61.2% | +63.4% |
| 3Y | -30.2% | +33.1% | -63.3% | -38.3% |
| All | +56.2% | -68.2% | +124.4% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling