-65.5%
ZM vs REPL
-53.1%
-12.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.3% |
| 7D | +2.9% | -3.0% | +5.9% | +3.1% |
| 30D | +0.7% | +27.1% | -26.4% | -0.5% |
| 3M | -3.7% | +52.4% | -56.1% | -7.5% |
| 6M | +29.9% | +107.4% | -77.6% | +17.5% |
| YTD | +17.4% | +54.7% | -37.3% | +8.0% |
| 1Y | +22.4% | +158.9% | -136.5% | +5.9% |
| 3Y | +41.3% | -23.7% | +65.0% | +22.4% |
| All | -65.5% | -53.1% | -12.4% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling