-65.4%
ZM vs RY
+122.0%
-187.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +2.0% |
| 7D | -5.9% | -0.9% | -5.0% | -5.4% |
| 30D | -5.2% | +5.9% | -11.0% | -8.5% |
| 3M | -11.3% | -4.3% | -7.0% | -9.1% |
| 6M | -14.5% | +12.1% | -26.6% | -21.7% |
| YTD | +4.2% | +20.3% | -16.1% | -9.5% |
| 1Y | +9.3% | +41.0% | -31.7% | -15.5% |
| 3Y | +45.4% | +157.5% | -112.1% | -30.5% |
| All | -65.4% | +122.0% | -187.4% | -80.4% |
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