+33.8%
ZM vs REPL
-24.7%
+58.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.8% | -3.0% | -4.8% |
| 7D | +1.6% | -5.7% | +7.4% | +1.7% |
| 30D | -7.7% | +22.5% | -30.2% | -8.1% |
| 3M | -4.7% | +64.7% | -69.3% | -6.4% |
| 6M | +24.4% | +83.0% | -58.6% | +20.4% |
| YTD | +11.8% | +52.0% | -40.2% | +8.4% |
| 1Y | +13.4% | +144.5% | -131.2% | +8.2% |
| 3Y | +33.8% | -25.1% | +58.9% | +19.9% |
| All | +33.8% | -24.7% | +58.5% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling