+0.8%
ROL vs ZM
+30.9%
-30.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.3% | -2.2% |
| 7D | -3.4% | +1.6% | -5.0% | -3.5% |
| 30D | -6.9% | -7.7% | +0.8% | -6.5% |
| 3M | -24.6% | -4.7% | -19.9% | -24.6% |
| 6M | -39.5% | +24.4% | -64.0% | -41.0% |
| YTD | -41.1% | +11.8% | -52.9% | -42.1% |
| 1Y | -37.9% | +13.4% | -51.3% | -39.2% |
| 3Y | +0.8% | +33.8% | -33.0% | -3.5% |
| All | +0.8% | +30.9% | -30.1% | -3.5% |
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 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