+55.5%
ZM vs RY
+242.5%
-186.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.8% | -4.1% | -4.7% |
| 7D | +1.6% | +2.7% | -1.1% | +1.2% |
| 30D | -7.7% | -1.0% | -6.7% | -7.6% |
| 3M | -4.7% | +7.6% | -12.3% | -5.8% |
| 6M | +24.4% | +29.5% | -5.0% | +19.4% |
| YTD | +11.8% | +24.2% | -12.4% | +8.0% |
| 1Y | +13.4% | +46.4% | -33.0% | +6.9% |
| 3Y | +33.8% | +159.4% | -125.6% | +19.2% |
| 5Y | -67.2% | +141.8% | -209.0% | -70.6% |
| All | +55.5% | +242.5% | -186.9% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling