+63.4%
ZM vs RBA
+175.2%
-111.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.2% |
| 7D | +2.9% | -2.9% | +5.9% | +3.7% |
| 30D | +0.7% | -12.3% | +13.0% | +3.7% |
| 3M | -3.7% | -20.5% | +16.8% | +1.0% |
| 6M | +29.9% | -18.5% | +48.4% | +35.1% |
| YTD | +17.4% | -18.2% | +35.7% | +21.7% |
| 1Y | +22.4% | -27.5% | +49.9% | +30.3% |
| 3Y | +41.3% | +38.1% | +3.2% | +29.9% |
| 5Y | -66.0% | +44.8% | -110.8% | -69.6% |
| All | +63.4% | +175.2% | -111.8% | +61.7% |
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