+4.3%
ROL vs ZM
+49.8%
-45.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +3.4% | -1.0% | +4.4% | +3.4% |
| 30D | +20.8% | -7.0% | +27.7% | +21.1% |
| 3M | +3.7% | -15.2% | +18.9% | +4.5% |
| 6M | -27.7% | -16.8% | -10.9% | -27.3% |
| YTD | -34.9% | +5.4% | -40.3% | -35.9% |
| 1Y | -33.3% | +9.3% | -42.6% | -34.6% |
| 3Y | +4.3% | +46.5% | -42.2% | +2.2% |
| All | +4.3% | +49.8% | -45.5% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling