+55.5%
ZM vs RNG
-31.8%
+87.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.4% | -0.5% | -3.0% |
| 7D | +1.6% | -0.8% | +2.4% | +1.9% |
| 30D | -7.7% | +11.4% | -19.1% | -11.8% |
| 3M | -4.7% | +72.1% | -76.7% | -25.2% |
| 6M | +24.4% | +67.9% | -43.5% | -2.3% |
| YTD | +11.8% | +144.3% | -132.6% | -28.3% |
| 1Y | +13.4% | +117.5% | -104.2% | -24.0% |
| 3Y | +33.8% | +123.9% | -90.0% | -18.5% |
| 5Y | -67.2% | -70.1% | +2.9% | -55.6% |
| All | +55.5% | -31.8% | +87.4% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling