+63.4%
ZM vs REPL
+19.3%
+44.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | -3.7% | +52.4% | -56.1% | -7.3% |
| 6M | +29.9% | +107.4% | -77.6% | +18.2% |
| YTD | +17.4% | +54.7% | -37.3% | +8.5% |
| 1Y | +22.4% | +158.9% | -136.5% | +7.1% |
| 3Y | +41.3% | -23.7% | +65.0% | +19.3% |
| 5Y | -66.0% | -54.3% | -11.7% | -71.4% |
| All | +63.4% | +19.3% | +44.2% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling