+18.8%
ZM vs FROG
+85.3%
-66.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.6% |
| 7D | +11.0% | +12.5% | -1.5% | +8.6% |
| 30D | +5.6% | +23.5% | -17.9% | +0.8% |
| 3M | -9.1% | +19.4% | -28.5% | -13.0% |
| 6M | -2.6% | +77.0% | -79.6% | -13.3% |
| YTD | +15.7% | +81.9% | -66.2% | +5.8% |
| 1Y | +18.8% | +90.7% | -71.9% | +8.1% |
| All | +18.8% | +85.3% | -66.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 FROG 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