-68.3%
ZM vs JBL
+390.6%
-458.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | 0.0% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | -10.0% | -15.1% | +5.1% | -6.2% |
| 3M | +1.6% | -14.0% | +15.6% | +4.7% |
| 6M | +25.0% | +20.6% | +4.4% | +14.3% |
| YTD | +10.6% | +32.9% | -22.3% | -2.9% |
| 1Y | +14.0% | +40.5% | -26.6% | -2.9% |
| 3Y | +32.5% | +183.7% | -151.3% | -23.7% |
| 5Y | -68.3% | +388.3% | -456.7% | -88.3% |
| All | -68.3% | +390.6% | -458.9% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 5y: compounded portfolio wealth divided by compounded JBL 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…
5y analysis · Full analysis span regression · 6 months rolling