+43.3%
XOP vs ZM
+61.1%
-17.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.6% |
| 7D | +6.3% | +11.0% | -4.7% | +4.7% |
| 30D | -6.6% | +5.6% | -12.2% | -7.5% |
| 3M | +3.6% | -9.1% | +12.7% | +4.7% |
| 6M | +10.8% | -2.6% | +13.3% | +10.6% |
| YTD | +48.3% | +15.7% | +32.6% | +42.6% |
| 1Y | +42.9% | +18.8% | +24.2% | +36.4% |
| 3Y | +43.3% | +62.2% | -18.9% | +25.9% |
| All | +43.3% | +61.1% | -17.8% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling