-65.5%
ZM vs RL
+245.3%
-310.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.2% | +2.5% |
| 7D | +2.9% | -0.8% | +3.7% | +3.2% |
| 30D | +0.7% | -7.8% | +8.5% | +3.4% |
| 3M | -3.7% | -4.0% | +0.3% | -3.0% |
| 6M | +29.9% | -1.9% | +31.8% | +28.0% |
| YTD | +17.4% | -0.2% | +17.6% | +14.4% |
| 1Y | +22.4% | +10.7% | +11.7% | +13.8% |
| 3Y | +41.3% | +210.8% | -169.5% | -25.1% |
| All | -65.5% | +245.3% | -310.8% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling