-64.5%
ZM vs RCAT
+71.1%
-135.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.4% | -9.4% | +1.5% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | -6.2% | -22.0% | +15.8% | -5.3% |
| 3M | -12.2% | -51.1% | +38.9% | -9.6% |
| 6M | -16.0% | -56.6% | +40.6% | -13.6% |
| YTD | +6.3% | -43.3% | +49.5% | +6.4% |
| 1Y | +12.3% | -51.5% | +63.8% | +12.9% |
| 3Y | +51.2% | +411.4% | -360.2% | +28.8% |
| 5Y | -64.5% | +74.4% | -138.9% | -68.4% |
| All | -64.5% | +71.1% | -135.6% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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