+102.3%
SHEL vs ZM
+48.4%
+54.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.4% | +2.4% |
| 7D | +1.9% | +1.6% | +0.3% | +2.0% |
| 30D | +8.7% | -7.7% | +16.4% | +8.4% |
| 3M | +11.0% | -4.7% | +15.6% | +10.9% |
| 6M | +14.6% | +24.4% | -9.9% | +15.5% |
| YTD | +33.3% | +11.8% | +21.5% | +34.1% |
| 1Y | +37.9% | +13.4% | +24.5% | +38.8% |
| 3Y | +69.7% | +33.8% | +35.9% | +72.0% |
| 5Y | +190.2% | -67.2% | +257.3% | +166.5% |
| All | +102.3% | +48.4% | +54.0% | +83.6% |
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