-60.6%
ZM vs RPRX
+52.7%
-113.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -5.7% | -8.4% | +2.7% | -3.2% |
| 30D | -9.1% | -0.6% | -8.5% | -8.9% |
| 3M | +3.5% | +6.4% | -2.9% | +1.4% |
| 6M | +25.7% | +26.6% | -0.9% | +16.6% |
| YTD | +10.8% | +53.8% | -43.0% | -3.5% |
| 1Y | +12.8% | +62.8% | -50.0% | -3.9% |
| 3Y | +33.1% | +118.0% | -84.9% | +1.6% |
| 5Y | -68.3% | +71.2% | -139.5% | -73.3% |
| All | -60.6% | +52.7% | -113.3% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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