-27.5%
ON vs ZS
+2.4%
-29.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.6% |
| 7D | -1.9% | -3.8% | +2.0% | -1.2% |
| 30D | -11.0% | -6.0% | -5.0% | -10.2% |
| 3M | -39.3% | +32.0% | -71.3% | -43.1% |
| 6M | +19.8% | +2.1% | +17.7% | +15.0% |
| YTD | +31.1% | -26.2% | +57.2% | +40.2% |
| 1Y | +46.0% | -41.2% | +87.1% | +69.3% |
| All | -27.5% | +2.4% | -29.8% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling