+37.5%
ZM vs RL
+214.6%
-177.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.2% | +2.9% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | +0.7% | -7.8% | +8.5% | +2.0% |
| 3M | -3.7% | -4.0% | +0.3% | -3.4% |
| 6M | +29.9% | -1.9% | +31.8% | +29.1% |
| YTD | +17.4% | -0.2% | +17.6% | +16.0% |
| 1Y | +22.4% | +10.7% | +11.7% | +17.9% |
| All | +37.5% | +214.6% | -177.1% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling