-64.5%
ZM vs RBA
+47.6%
-112.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.3% |
| 7D | -0.3% | +2.5% | -2.8% | -1.0% |
| 30D | -6.2% | +11.6% | -17.7% | -9.5% |
| 3M | -12.2% | +1.5% | -13.7% | -12.9% |
| 6M | -16.0% | -6.6% | -9.4% | -15.1% |
| YTD | +6.3% | -6.3% | +12.5% | +6.4% |
| 1Y | +12.3% | -4.0% | +16.2% | +11.5% |
| 3Y | +51.2% | +47.3% | +3.9% | +28.3% |
| 5Y | -64.5% | +47.7% | -112.2% | -70.5% |
| All | -64.5% | +47.6% | -112.1% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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