+54.0%
ZM vs QSR
+48.1%
+5.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -2.7% | -4.7% | +2.0% | -2.3% |
| 30D | -10.0% | +4.3% | -14.3% | -10.3% |
| 3M | +1.6% | +5.4% | -3.9% | +1.2% |
| 6M | +25.0% | +8.2% | +16.8% | +24.2% |
| YTD | +10.6% | +14.1% | -3.5% | +9.4% |
| 1Y | +14.0% | +28.1% | -14.2% | +11.5% |
| 3Y | +32.5% | +25.3% | +7.2% | +29.8% |
| 5Y | -68.3% | +40.4% | -108.7% | -69.8% |
| All | +54.0% | +48.1% | +5.9% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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