-66.2%
ZM vs RY
+140.8%
-207.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.7% |
| 7D | +2.9% | +3.1% | -0.2% | +0.9% |
| 30D | +0.7% | -0.3% | +1.0% | +0.7% |
| 3M | -3.7% | +8.7% | -12.3% | -9.4% |
| 6M | +29.9% | +28.5% | +1.3% | +8.1% |
| YTD | +17.4% | +25.1% | -7.7% | -0.3% |
| 1Y | +22.4% | +46.3% | -23.9% | -7.3% |
| 3Y | +41.3% | +154.9% | -113.6% | -31.0% |
| All | -66.2% | +140.8% | -207.0% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling