+77.6%
XOP vs ZM
+55.9%
+21.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -0.9% |
| 7D | +2.6% | +2.9% | -0.4% | +2.5% |
| 30D | +15.4% | +0.7% | +14.8% | +15.4% |
| 3M | +12.1% | -3.7% | +15.7% | +12.1% |
| 6M | +19.7% | +29.9% | -10.2% | +19.6% |
| YTD | +52.4% | +17.4% | +35.0% | +52.4% |
| 1Y | +47.6% | +22.4% | +25.2% | +47.5% |
| 3Y | +34.4% | +41.3% | -6.9% | +34.3% |
| 5Y | +154.4% | -66.0% | +220.4% | +126.9% |
| All | +77.6% | +55.9% | +21.7% | +70.6% |
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