-62.2%
ZM vs ROP
+1.9%
-64.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +11.0% | +0.7% | +10.3% | +10.6% |
| 30D | +5.6% | +28.8% | -23.1% | -11.5% |
| 3M | -9.1% | +21.1% | -30.2% | -20.8% |
| 6M | -2.6% | +52.5% | -55.1% | -28.4% |
| YTD | +15.7% | +8.9% | +6.8% | +7.7% |
| 1Y | +18.8% | +8.2% | +10.5% | +11.2% |
| 3Y | +62.2% | -5.2% | +67.3% | +62.0% |
| All | -62.2% | +1.9% | -64.1% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling