+33.1%
ZM vs RNG
+119.8%
-86.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -5.7% | -6.1% | +0.4% | -3.8% |
| 30D | -9.1% | +9.6% | -18.7% | -11.7% |
| 3M | +3.5% | +83.3% | -79.8% | -15.0% |
| 6M | +25.7% | +77.9% | -52.3% | +3.9% |
| YTD | +10.8% | +139.9% | -129.2% | -18.1% |
| 1Y | +12.8% | +121.7% | -108.9% | -14.8% |
| 3Y | +33.1% | +121.9% | -88.7% | -3.4% |
| All | +33.1% | +119.8% | -86.6% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling