+172.4%
RTX vs ZM
+46.9%
+125.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | -2.0% | -2.7% | +0.7% | -2.0% |
| 30D | -11.2% | -10.0% | -1.2% | -11.4% |
| 3M | +12.0% | +1.6% | +10.4% | +12.1% |
| 6M | -3.6% | +25.0% | -28.6% | -3.1% |
| YTD | +9.2% | +10.6% | -1.4% | +9.6% |
| 1Y | +29.7% | +14.0% | +15.8% | +30.3% |
| 3Y | +152.0% | +32.5% | +119.5% | +153.9% |
| 5Y | +165.8% | -68.3% | +234.1% | +143.3% |
| All | +172.4% | +46.9% | +125.5% | +161.2% |
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