+55.1%
ZM vs RSG
+213.5%
-158.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | +0.3% | 0.0% | +0.4% | +0.3% |
| 30D | -10.3% | +3.7% | -13.9% | -10.2% |
| 3M | -0.7% | +6.2% | -6.8% | -0.5% |
| 6M | +24.8% | -2.8% | +27.6% | +24.9% |
| YTD | +11.5% | +5.9% | +5.6% | +11.7% |
| 1Y | +12.3% | -1.8% | +14.1% | +12.4% |
| 3Y | +33.5% | +57.5% | -24.0% | +39.0% |
| 5Y | -67.5% | +91.1% | -158.6% | -64.9% |
| All | +55.1% | +213.5% | -158.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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