+10.3%
ZM vs COMP
+25.5%
-15.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.6% | +1.6% |
| 7D | -0.3% | +14.5% | -14.8% | -1.5% |
| 30D | -6.2% | +14.9% | -21.1% | -7.4% |
| 3M | -12.2% | -14.2% | +2.0% | -11.6% |
| 6M | -16.0% | +23.7% | -39.8% | -17.1% |
| YTD | +6.3% | +2.1% | +4.2% | +9.2% |
| All | +10.3% | +25.5% | -15.2% | +13.4% |
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