-67.2%
ZM vs ROP
-14.2%
-53.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.9% | -2.0% | -2.9% |
| 7D | +1.6% | -5.4% | +7.0% | +5.5% |
| 30D | -7.7% | -1.6% | -6.1% | -6.8% |
| 3M | -4.7% | +18.8% | -23.5% | -16.2% |
| 6M | +24.4% | +8.2% | +16.2% | +16.7% |
| YTD | +11.8% | -10.5% | +22.2% | +19.6% |
| 1Y | +13.4% | -23.7% | +37.1% | +36.6% |
| 3Y | +33.8% | -17.9% | +51.7% | +46.0% |
| 5Y | -67.2% | -15.3% | -51.8% | -68.5% |
| All | -67.2% | -14.2% | -53.0% | -68.5% |
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