+46.6%
ZM vs RBA
+216.8%
-170.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -1.0% | +3.2% | -4.2% | -1.7% |
| 30D | -7.0% | +12.0% | -19.0% | -9.5% |
| 3M | -15.2% | +2.9% | -18.1% | -16.0% |
| 6M | -16.8% | -6.3% | -10.5% | -16.1% |
| YTD | +5.4% | -5.9% | +11.2% | +5.6% |
| 1Y | +9.3% | -3.9% | +13.2% | +9.0% |
| 3Y | +46.5% | +64.9% | -18.4% | +29.5% |
| 5Y | -63.8% | +48.5% | -112.3% | -68.3% |
| All | +46.6% | +216.8% | -170.2% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling