-68.3%
ZM vs RUN
-81.3%
+12.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -2.7% | -3.4% | +0.6% | -2.3% |
| 30D | -10.0% | -14.0% | +4.0% | -8.2% |
| 3M | +1.6% | -27.5% | +29.1% | +5.5% |
| 6M | +25.0% | -29.0% | +54.0% | +28.9% |
| YTD | +10.6% | -53.1% | +63.7% | +19.0% |
| 1Y | +14.0% | -46.7% | +60.7% | +18.9% |
| 3Y | +32.5% | -38.3% | +70.8% | +7.2% |
| 5Y | -68.3% | -80.7% | +12.4% | -69.1% |
| All | -68.3% | -81.3% | +12.9% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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