+137.0%
OKE vs ZS
-38.5%
+175.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.1% |
| 3M | +9.6% | +30.5% | -20.9% | +6.4% |
| 6M | +15.4% | +7.0% | +8.4% | +12.9% |
| YTD | +36.5% | -26.8% | +63.3% | +38.8% |
| 1Y | +39.0% | -42.6% | +81.6% | +44.9% |
| 3Y | +74.3% | -0.3% | +74.6% | +67.4% |
| All | +137.0% | -38.5% | +175.6% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling