+55.1%
ZM vs RUN
-46.6%
+101.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.4% |
| 7D | +0.3% | -1.8% | +2.1% | +0.5% |
| 30D | -10.3% | -10.8% | +0.6% | -8.9% |
| 3M | -0.7% | -30.2% | +29.5% | +4.0% |
| 6M | +24.8% | -22.3% | +47.1% | +27.1% |
| YTD | +11.5% | -52.2% | +63.6% | +20.0% |
| 1Y | +12.3% | -45.1% | +57.4% | +16.9% |
| 3Y | +33.5% | -37.1% | +70.6% | +9.5% |
| 5Y | -67.5% | -80.3% | +12.8% | -68.8% |
| All | +55.1% | -46.6% | +101.8% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling