-68.3%
ZM vs RNG
-70.1%
+1.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | -2.7% | -9.6% | +6.9% | +1.3% |
| 30D | -10.0% | +8.8% | -18.8% | -13.1% |
| 3M | +1.6% | +78.6% | -77.0% | -21.1% |
| 6M | +25.0% | +70.3% | -45.3% | -1.9% |
| YTD | +10.6% | +140.3% | -129.7% | -27.8% |
| 1Y | +14.0% | +126.6% | -112.7% | -24.2% |
| 3Y | +32.5% | +120.2% | -87.7% | -18.0% |
| 5Y | -68.3% | -68.3% | 0.0% | -58.1% |
| All | -68.3% | -70.1% | +1.8% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling