+52.7%
ROST vs ZM
+8.0%
+44.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +7.8% | -8.4% | +16.2% | +8.3% |
| 30D | +8.6% | -1.9% | +10.5% | +8.6% |
| 3M | -1.9% | -10.1% | +8.1% | -1.4% |
| 6M | +9.1% | -13.9% | +23.0% | +9.1% |
| YTD | +37.2% | +6.4% | +30.8% | +34.4% |
| 1Y | +52.7% | +9.6% | +43.2% | +48.8% |
| All | +52.7% | +8.0% | +44.7% | +48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling