+22.4%
ZM vs COMP
+22.2%
+0.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.2% |
| 7D | +2.9% | +1.4% | +1.6% | +2.8% |
| 30D | +0.7% | -13.3% | +14.0% | +1.7% |
| 3M | -3.7% | +41.1% | -44.8% | -5.7% |
| 6M | +29.9% | +17.2% | +12.7% | +30.1% |
| YTD | +17.4% | +5.2% | +12.2% | +19.5% |
| 1Y | +22.4% | +18.9% | +3.5% | +21.9% |
| All | +22.4% | +22.2% | +0.2% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling