+63.4%
ZM vs URI
+675.3%
-611.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.6% | +3.1% |
| 7D | +2.9% | -2.0% | +4.9% | +3.2% |
| 30D | +0.7% | -12.9% | +13.6% | +2.1% |
| 3M | -3.7% | -6.7% | +3.0% | -3.2% |
| 6M | +29.9% | +19.0% | +10.9% | +26.3% |
| YTD | +17.4% | +25.5% | -8.1% | +13.3% |
| 1Y | +22.4% | +5.5% | +16.9% | +20.4% |
| 3Y | +41.3% | +111.3% | -70.0% | +28.4% |
| 5Y | -66.0% | +198.6% | -264.6% | -70.5% |
| All | +63.4% | +675.3% | -611.9% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling