+147.4%
ROST vs ZM
+55.9%
+91.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| 3M | -0.8% | -3.7% | +2.9% | -0.8% |
| 6M | +8.5% | +29.9% | -21.4% | +6.6% |
| YTD | +28.6% | +17.4% | +11.2% | +26.8% |
| 1Y | +52.3% | +22.4% | +29.9% | +49.8% |
| 3Y | +94.8% | +41.3% | +53.6% | +89.5% |
| 5Y | +110.8% | -66.0% | +176.8% | +95.2% |
| All | +147.4% | +55.9% | +91.6% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling