+58.8%
ZM vs ROP
-5.5%
+64.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +10.0% | -2.7% | +12.7% | +11.3% |
| 30D | -0.5% | +29.7% | -30.2% | -12.7% |
| 3M | -7.1% | +21.2% | -28.3% | -15.7% |
| 6M | -5.1% | +48.3% | -53.4% | -22.8% |
| YTD | +13.2% | +8.4% | +4.8% | +7.6% |
| 1Y | +15.3% | +6.0% | +9.4% | +10.9% |
| All | +58.8% | -5.5% | +64.3% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling