-35.4%
RIG vs ZM
+48.0%
-83.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -8.2% | +0.3% | -8.5% | -8.2% |
| 30D | -0.2% | -10.3% | +10.1% | +0.4% |
| 3M | -2.7% | -0.7% | -2.1% | -2.8% |
| 6M | -7.5% | +24.8% | -32.3% | -8.8% |
| YTD | +38.3% | +11.5% | +26.8% | +37.0% |
| 1Y | +81.8% | +12.3% | +69.5% | +80.0% |
| 3Y | -30.2% | +33.5% | -63.7% | -31.6% |
| 5Y | +59.9% | -67.5% | +127.4% | +39.4% |
| All | -35.4% | +48.0% | -83.4% | -40.0% |
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 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