+74.9%
USAR vs ZM
+43.9%
+31.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -1.0% |
| 7D | -2.1% | +2.9% | -5.1% | -2.6% |
| 30D | +2.6% | +0.7% | +1.9% | +2.4% |
| 3M | -35.0% | -3.7% | -31.3% | -34.5% |
| 6M | -6.9% | +29.9% | -36.8% | -9.8% |
| YTD | +48.0% | +17.4% | +30.6% | +44.5% |
| 1Y | +24.8% | +22.4% | +2.4% | +22.0% |
| 3Y | +73.2% | +41.3% | +32.0% | +69.6% |
| All | +74.9% | +43.9% | +31.0% | +71.2% |
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 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