-49.8%
USAR vs ZM
+8.0%
-57.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -21.8% | -8.4% | -13.4% | -18.7% |
| 30D | -39.9% | -1.9% | -38.0% | -39.3% |
| 3M | -52.5% | -10.1% | -42.5% | -50.6% |
| 6M | -67.9% | -13.9% | -54.1% | -65.7% |
| YTD | -31.1% | +6.4% | -37.5% | -35.4% |
| 1Y | -49.8% | +9.6% | -59.4% | -52.7% |
| All | -49.8% | +8.0% | -57.9% | -52.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling