+12.8%
ZM vs ROP
-23.7%
+36.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -5.7% | -4.6% | -1.1% | -3.6% |
| 30D | -9.1% | -1.7% | -7.4% | -8.4% |
| 3M | +3.5% | +17.1% | -13.5% | -4.1% |
| 6M | +25.7% | +10.9% | +14.8% | +18.6% |
| YTD | +10.8% | -12.1% | +22.9% | +12.6% |
| 1Y | +12.8% | -24.2% | +37.0% | +15.4% |
| All | +12.8% | -23.7% | +36.5% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling