+54.1%
ZM vs RNG
-33.1%
+87.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.7% | -6.1% | +0.4% | -3.2% |
| 30D | -9.1% | +9.6% | -18.7% | -12.6% |
| 3M | +3.5% | +83.3% | -79.8% | -21.0% |
| 6M | +25.7% | +77.9% | -52.3% | -3.6% |
| YTD | +10.8% | +139.9% | -129.2% | -28.4% |
| 1Y | +12.8% | +121.7% | -108.9% | -25.0% |
| 3Y | +33.1% | +121.9% | -88.7% | -18.7% |
| 5Y | -68.3% | -68.4% | +0.1% | -58.1% |
| All | +54.1% | -33.1% | +87.2% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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