+33.1%
ZM vs RRX
+5.4%
+27.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.3% |
| 7D | -5.7% | -0.3% | -5.3% | -5.7% |
| 30D | -9.1% | -6.1% | -3.0% | -8.4% |
| 3M | +3.5% | -23.1% | +26.6% | +6.2% |
| 6M | +25.7% | -19.5% | +45.2% | +26.7% |
| YTD | +10.8% | +16.1% | -5.3% | +2.3% |
| 1Y | +12.8% | +12.9% | -0.2% | +4.4% |
| 3Y | +33.1% | +7.9% | +25.2% | +28.4% |
| All | +33.1% | +5.4% | +27.8% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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