+134.7%
RSP vs ZM
+39.9%
+94.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | +0.7% | -1.0% | +1.8% | +0.8% |
| 30D | +3.7% | -7.0% | +10.7% | +4.1% |
| 3M | +0.7% | -15.2% | +15.9% | +1.6% |
| 6M | +9.0% | -16.8% | +25.8% | +10.0% |
| YTD | +16.7% | +5.4% | +11.3% | +15.7% |
| 1Y | +19.0% | +9.3% | +9.6% | +17.6% |
| 3Y | +64.7% | +46.5% | +18.2% | +59.6% |
| 5Y | +49.6% | -63.8% | +113.4% | +44.2% |
| All | +134.7% | +39.9% | +94.9% | +121.0% |
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