+54.0%
ZM vs ROP
+16.0%
+38.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -2.7% | -8.0% | +5.3% | -0.1% |
| 30D | -10.0% | -2.7% | -7.3% | -9.2% |
| 3M | +1.6% | +16.6% | -15.0% | -3.6% |
| 6M | +25.0% | +10.4% | +14.6% | +20.8% |
| YTD | +10.6% | -12.1% | +22.7% | +14.1% |
| 1Y | +14.0% | -23.6% | +37.6% | +22.4% |
| 3Y | +32.5% | -19.3% | +51.8% | +40.8% |
| 5Y | -68.3% | -15.4% | -53.0% | -67.6% |
| All | +54.0% | +16.0% | +38.0% | +66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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