+180.9%
OKE vs ZS
+494.5%
-313.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | 0.0% | -8.1% | +8.0% | +0.6% |
| 30D | +4.6% | -8.4% | +13.0% | +5.2% |
| 3M | +6.9% | +31.1% | -24.1% | +4.2% |
| 6M | +15.8% | +4.4% | +11.4% | +13.8% |
| YTD | +35.2% | -27.3% | +62.5% | +36.9% |
| 1Y | +37.6% | -41.4% | +78.9% | +41.8% |
| 3Y | +72.0% | +1.7% | +70.3% | +66.6% |
| 5Y | +139.0% | -39.6% | +178.6% | +132.8% |
| All | +180.9% | +494.5% | -313.6% | +110.6% |
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