-67.1%
ZM vs OSCR
+96.8%
-163.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -5.7% | +1.6% | -7.3% | -5.9% |
| 30D | -9.1% | +10.7% | -19.8% | -10.6% |
| 3M | +3.5% | +13.4% | -9.8% | +1.1% |
| 6M | +25.7% | +144.6% | -118.9% | +8.6% |
| YTD | +10.8% | +128.0% | -117.3% | -3.8% |
| 1Y | +12.8% | +68.7% | -55.9% | +0.8% |
| 3Y | +33.1% | +398.8% | -365.6% | -14.7% |
| All | -67.1% | +96.8% | -163.9% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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