+182.7%
XOM vs ZM
+48.0%
+134.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | 0.0% | +0.3% | -0.3% | +0.1% |
| 30D | +3.4% | -10.3% | +13.7% | +3.1% |
| 3M | +11.0% | -0.7% | +11.7% | +11.1% |
| 6M | +10.6% | +24.8% | -14.2% | +11.7% |
| YTD | +39.2% | +11.5% | +27.7% | +40.1% |
| 1Y | +52.7% | +12.3% | +40.4% | +53.9% |
| 3Y | +56.8% | +33.5% | +23.3% | +59.2% |
| 5Y | +261.8% | -67.5% | +329.3% | +230.3% |
| All | +182.7% | +48.0% | +134.8% | +175.0% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling