+54.0%
ZM vs RGEN
+204.2%
-150.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -2.7% | -2.9% | +0.2% | -1.9% |
| 30D | -10.0% | -0.1% | -9.9% | -10.1% |
| 3M | +1.6% | +25.9% | -24.3% | -6.6% |
| 6M | +25.0% | +35.2% | -10.2% | +11.0% |
| YTD | +10.6% | +0.5% | +10.1% | +8.0% |
| 1Y | +14.0% | +37.0% | -23.0% | -0.8% |
| 3Y | +32.5% | +2.0% | +30.5% | +17.1% |
| 5Y | -68.3% | -44.2% | -24.2% | -66.9% |
| All | +54.0% | +204.2% | -150.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling