+55.1%
ZM vs JBL
+945.9%
-890.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.3% | +4.0% | -3.7% | -0.3% |
| 30D | -10.3% | -7.5% | -2.8% | -9.3% |
| 3M | -0.7% | -14.1% | +13.4% | +1.3% |
| 6M | +24.8% | +25.9% | -1.1% | +17.9% |
| YTD | +11.5% | +36.7% | -25.2% | +3.2% |
| 1Y | +12.3% | +49.0% | -36.7% | +1.8% |
| 3Y | +33.5% | +191.8% | -158.3% | +2.8% |
| 5Y | -67.5% | +409.8% | -477.3% | -77.7% |
| All | +55.1% | +945.9% | -890.8% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling