+54.1%
ZM vs RJF
+227.6%
-173.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -5.7% | -2.7% | -3.0% | -5.4% |
| 30D | -9.1% | -4.3% | -4.8% | -8.7% |
| 3M | +3.5% | +15.7% | -12.2% | +1.8% |
| 6M | +25.7% | +17.8% | +7.9% | +23.2% |
| YTD | +10.8% | +9.2% | +1.6% | +9.5% |
| 1Y | +12.8% | +2.8% | +10.0% | +12.1% |
| 3Y | +33.1% | +69.5% | -36.3% | +27.5% |
| 5Y | -68.3% | +105.9% | -174.2% | -68.9% |
| All | +54.1% | +227.6% | -173.4% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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