+27.7%
UAL vs ZM
+38.3%
-10.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +2.0% |
| 7D | +8.2% | -5.9% | +14.0% | +8.5% |
| 30D | +2.3% | -5.2% | +7.5% | +2.6% |
| 3M | -12.7% | -11.3% | -1.4% | -12.2% |
| 6M | +12.7% | -14.5% | +27.2% | +13.4% |
| YTD | +0.8% | +4.2% | -3.3% | +0.1% |
| 1Y | +17.8% | +9.3% | +8.5% | +16.6% |
| 3Y | +206.7% | +45.4% | +161.3% | +200.8% |
| 5Y | +113.9% | -66.0% | +179.9% | +86.8% |
| All | +27.7% | +38.3% | -10.6% | +20.9% |
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