+63.4%
ZM vs OMC
+28.2%
+35.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.7% | +3.3% |
| 7D | +2.9% | -6.4% | +9.4% | +3.1% |
| 30D | +0.7% | +1.1% | -0.4% | +0.7% |
| 3M | -3.7% | +10.4% | -14.1% | -3.9% |
| 6M | +29.9% | -1.7% | +31.6% | +29.6% |
| YTD | +17.4% | +4.4% | +13.0% | +17.1% |
| 1Y | +22.4% | +8.4% | +14.0% | +22.1% |
| 3Y | +41.3% | +14.4% | +26.9% | +42.1% |
| 5Y | -66.0% | +33.9% | -99.9% | -64.5% |
| All | +63.4% | +28.2% | +35.2% | +137.6% |
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