+61.0%
ZM vs OMC
+37.9%
+23.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.1% |
| 7D | +11.0% | +1.9% | +9.2% | +11.0% |
| 30D | +5.6% | +12.2% | -6.6% | +5.3% |
| 3M | -9.1% | +0.6% | -9.7% | -9.2% |
| 6M | -2.6% | +21.0% | -23.6% | -3.0% |
| YTD | +15.7% | +12.4% | +3.3% | +15.1% |
| 1Y | +18.8% | +25.4% | -6.7% | +18.3% |
| 3Y | +62.2% | +29.2% | +33.0% | +63.7% |
| 5Y | -60.9% | +52.6% | -113.5% | -58.3% |
| All | +61.0% | +37.9% | +23.0% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling