+84.9%
O vs ZS
+517.5%
-432.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.6% |
| 7D | -0.7% | -7.8% | +7.1% | -0.5% |
| 30D | -1.9% | +5.0% | -6.9% | -2.1% |
| 3M | +3.8% | +25.5% | -21.7% | +2.9% |
| 6M | -4.7% | +8.7% | -13.4% | -5.6% |
| YTD | +12.5% | -24.5% | +37.0% | +13.1% |
| 1Y | +10.8% | -36.7% | +47.5% | +12.2% |
| 3Y | +28.8% | +7.2% | +21.6% | +26.0% |
| 5Y | +13.2% | -40.9% | +54.1% | +11.1% |
| All | +84.9% | +517.5% | -432.6% | +64.9% |
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