+46.6%
ZM vs RL
+248.7%
-202.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -7.0% | +7.6% | -14.6% | -7.6% |
| 3M | -15.2% | -1.5% | -13.7% | -15.2% |
| 6M | -16.8% | +12.1% | -28.8% | -17.9% |
| YTD | +5.4% | +13.9% | -8.6% | +3.5% |
| 1Y | +9.3% | +20.7% | -11.3% | +6.8% |
| 3Y | +46.5% | +260.6% | -214.1% | +30.3% |
| 5Y | -63.8% | +248.9% | -312.7% | -69.2% |
| All | +46.6% | +248.7% | -202.1% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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