+55.5%
ZM vs RRX
+118.7%
-63.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.4% | -4.9% |
| 7D | +1.6% | +4.3% | -2.7% | +1.1% |
| 30D | -7.7% | -8.0% | +0.3% | -6.8% |
| 3M | -4.7% | -22.0% | +17.4% | -2.3% |
| 6M | +24.4% | -11.9% | +36.3% | +24.1% |
| YTD | +11.8% | +17.1% | -5.3% | +5.7% |
| 1Y | +13.4% | +14.9% | -1.5% | +7.2% |
| 3Y | +33.8% | +6.9% | +26.9% | +25.1% |
| 5Y | -67.2% | +19.6% | -86.7% | -70.1% |
| All | +55.5% | +118.7% | -63.2% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling