+183.5%
OKE vs ZS
+498.3%
-314.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +1.2% | -3.1% | +4.3% | +1.5% |
| 30D | +4.5% | -7.2% | +11.7% | +5.0% |
| 3M | +9.6% | +30.5% | -20.9% | +6.8% |
| 6M | +15.4% | +7.0% | +8.4% | +13.2% |
| YTD | +36.5% | -26.8% | +63.3% | +38.1% |
| 1Y | +39.0% | -42.6% | +81.6% | +43.5% |
| 3Y | +74.3% | -0.3% | +74.6% | +69.1% |
| 5Y | +141.2% | -39.2% | +180.4% | +134.9% |
| All | +183.5% | +498.3% | -314.8% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling