-35.8%
NKE vs ZS
+504.0%
-539.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.5% | -2.4% |
| 7D | -2.3% | -3.8% | +1.5% | -1.8% |
| 30D | -10.4% | -6.0% | -4.4% | -9.7% |
| 3M | -15.5% | +32.0% | -47.5% | -19.6% |
| 6M | -32.6% | +2.1% | -34.8% | -34.7% |
| YTD | -39.8% | -26.2% | -13.7% | -38.7% |
| 1Y | -47.6% | -41.2% | -6.4% | -44.7% |
| 3Y | -59.0% | +3.3% | -62.3% | -61.7% |
| 5Y | -74.9% | -40.7% | -34.2% | -75.9% |
| All | -35.8% | +504.0% | -539.8% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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