+255.6%
XOM vs ZM
-68.2%
+323.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.6% |
| 7D | +1.9% | -2.7% | +4.6% | +2.0% |
| 30D | +4.1% | -10.0% | +14.1% | +4.5% |
| 3M | +10.4% | +1.6% | +8.8% | +10.2% |
| 6M | +13.0% | +25.0% | -12.0% | +11.5% |
| YTD | +40.1% | +10.6% | +29.4% | +38.8% |
| 1Y | +51.1% | +14.0% | +37.2% | +49.4% |
| 3Y | +57.7% | +32.5% | +25.2% | +53.6% |
| All | +255.6% | -68.2% | +323.8% | +239.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling