+96.0%
ROST vs ZM
+34.4%
+61.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.2% | +0.3% | -2.6% | -2.3% |
| 30D | -11.4% | -10.3% | -1.1% | -10.3% |
| 3M | -1.6% | -0.7% | -1.0% | -1.9% |
| 6M | +6.8% | +24.8% | -18.0% | +2.2% |
| YTD | +25.8% | +11.5% | +14.3% | +21.7% |
| 1Y | +52.4% | +12.3% | +40.1% | +46.9% |
| All | +96.0% | +34.4% | +61.6% | +81.5% |
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