-72.1%
ZM vs OSCR
-9.5%
-62.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | -10.0% | +16.5% | -26.5% | -12.1% |
| 3M | +1.6% | +17.0% | -15.4% | -1.2% |
| 6M | +25.0% | +145.0% | -120.0% | +8.1% |
| YTD | +10.6% | +126.7% | -116.1% | -3.7% |
| 1Y | +14.0% | +67.2% | -53.3% | +2.0% |
| 3Y | +32.5% | +405.1% | -372.6% | -14.2% |
| 5Y | -68.3% | +86.2% | -154.5% | -79.0% |
| All | -72.1% | -9.5% | -62.6% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling