+55.5%
ZM vs RJF
+233.4%
-177.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.8% | -4.7% |
| 7D | +1.6% | +1.8% | -0.1% | +1.4% |
| 30D | -7.7% | 0.0% | -7.7% | -7.7% |
| 3M | -4.7% | +18.0% | -22.6% | -6.5% |
| 6M | +24.4% | +17.0% | +7.5% | +22.1% |
| YTD | +11.8% | +11.1% | +0.6% | +10.2% |
| 1Y | +13.4% | +8.0% | +5.4% | +12.1% |
| 3Y | +33.8% | +73.3% | -39.5% | +27.9% |
| 5Y | -67.2% | +107.4% | -174.6% | -68.0% |
| All | +55.5% | +233.4% | -177.9% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling