-27.0%
RKT vs ZM
-65.1%
+38.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | -7.2% | -2.7% | -4.5% | -6.5% |
| 30D | -7.9% | -10.0% | +2.1% | -5.0% |
| 3M | +5.2% | +1.6% | +3.6% | +4.4% |
| 6M | -14.9% | +25.0% | -39.9% | -21.8% |
| YTD | -31.9% | +10.6% | -42.5% | -35.5% |
| 1Y | -36.9% | +14.0% | -50.8% | -40.8% |
| 3Y | +35.7% | +32.5% | +3.2% | +19.9% |
| 5Y | -9.7% | -68.3% | +58.7% | -0.5% |
| All | -27.0% | -65.1% | +38.1% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling