+148.0%
ROST vs ZM
+47.0%
+101.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.2% | -5.7% | +5.9% | +0.5% |
| 30D | -6.9% | -9.1% | +2.2% | -6.4% |
| 3M | -3.3% | +3.5% | -6.8% | -3.6% |
| 6M | +9.0% | +25.7% | -16.6% | +7.3% |
| YTD | +28.9% | +10.8% | +18.1% | +27.5% |
| 1Y | +54.0% | +12.8% | +41.2% | +52.1% |
| 3Y | +100.7% | +33.1% | +67.6% | +95.9% |
| 5Y | +116.0% | -68.3% | +184.3% | +100.6% |
| All | +148.0% | +47.0% | +101.0% | +116.6% |
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