+112.0%
ROST vs ZM
-60.9%
+172.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.8% |
| 7D | +0.3% | +11.0% | -10.8% | -1.8% |
| 30D | +0.5% | +5.6% | -5.2% | -0.8% |
| 3M | -5.2% | -9.1% | +3.9% | -3.9% |
| 6M | +9.8% | -2.6% | +12.4% | +9.1% |
| YTD | +29.4% | +15.7% | +13.7% | +22.6% |
| 1Y | +44.4% | +18.8% | +25.6% | +35.7% |
| 3Y | +95.0% | +62.2% | +32.8% | +66.9% |
| All | +112.0% | -60.9% | +172.8% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling