+63.4%
ZM vs RCAT
+16.3%
+47.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.0% | +5.2% | +3.3% |
| 7D | +2.9% | -1.4% | +4.4% | +3.0% |
| 30D | +0.7% | -3.3% | +4.0% | +0.7% |
| 3M | -3.7% | -43.2% | +39.5% | -3.0% |
| 6M | +29.9% | -43.2% | +73.1% | +30.5% |
| YTD | +17.4% | +5.5% | +11.9% | +16.6% |
| 1Y | +22.4% | -1.6% | +24.0% | +21.3% |
| 3Y | +41.3% | +773.7% | -732.4% | +34.5% |
| 5Y | -66.0% | +187.6% | -253.7% | -67.5% |
| All | +63.4% | +16.3% | +47.2% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling