+55.1%
ZM vs RL
+192.1%
-136.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | 0.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -10.3% | -17.5% | +7.2% | -8.7% |
| 3M | -0.7% | -14.0% | +13.3% | +0.6% |
| 6M | +24.8% | -2.0% | +26.8% | +24.5% |
| YTD | +11.5% | -4.6% | +16.1% | +11.3% |
| 1Y | +12.3% | +9.5% | +2.8% | +10.6% |
| 3Y | +33.5% | +200.5% | -167.0% | +20.8% |
| 5Y | -67.5% | +226.3% | -293.7% | -71.2% |
| All | +55.1% | +192.1% | -136.9% | +116.4% |
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