-68.3%
ZM vs OMC
+31.0%
-99.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | -2.7% | -6.2% | +3.5% | -0.5% |
| 30D | -10.0% | -7.6% | -2.4% | -7.5% |
| 3M | +1.6% | +7.4% | -5.8% | -1.5% |
| 6M | +25.0% | +0.1% | +24.8% | +24.1% |
| YTD | +10.6% | +0.4% | +10.2% | +8.9% |
| 1Y | +14.0% | +7.8% | +6.2% | +8.3% |
| 3Y | +32.5% | +11.8% | +20.6% | +19.2% |
| 5Y | -68.3% | +32.5% | -100.8% | -72.9% |
| All | -68.3% | +31.0% | -99.3% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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