+52.3%
ROST vs ZM
+21.7%
+30.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.6% |
| 7D | +0.9% | +2.9% | -2.0% | +0.8% |
| 30D | -8.9% | +0.7% | -9.6% | -8.9% |
| 3M | -0.8% | -3.7% | +2.9% | -0.8% |
| 6M | +8.5% | +29.9% | -21.4% | +5.9% |
| YTD | +28.6% | +17.4% | +11.2% | +25.4% |
| 1Y | +52.3% | +22.4% | +29.9% | +48.4% |
| All | +52.3% | +21.7% | +30.6% | +48.4% |
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