+45.4%
ZM vs URI
+138.8%
-93.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.0% |
| 7D | -5.9% | -9.8% | +3.9% | -4.4% |
| 30D | -5.2% | +1.7% | -6.9% | -5.5% |
| 3M | -11.3% | -9.1% | -2.2% | -10.1% |
| 6M | -14.5% | +9.9% | -24.4% | -16.6% |
| YTD | +4.2% | +31.2% | -27.1% | -3.3% |
| 1Y | +9.3% | +25.9% | -16.6% | +2.5% |
| 3Y | +45.4% | +147.4% | -102.0% | +11.4% |
| All | +45.4% | +138.8% | -93.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling