+120.0%
NOK vs ZS
+488.9%
-368.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.6% | +10.8% | +6.8% |
| 7D | +7.3% | -9.2% | +16.5% | +8.5% |
| 30D | +13.8% | -4.0% | +17.8% | +14.1% |
| 3M | -27.0% | +25.3% | -52.3% | -29.4% |
| 6M | +37.6% | -1.3% | +38.9% | +35.3% |
| YTD | +64.6% | -28.0% | +92.6% | +68.2% |
| 1Y | +132.0% | -42.5% | +174.5% | +143.8% |
| 3Y | +183.7% | +0.7% | +182.9% | +170.7% |
| 5Y | +101.3% | -42.3% | +143.6% | +96.2% |
| All | +120.0% | +488.9% | -368.9% | +60.8% |
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