+187.5%
ON vs ZS
+517.5%
-329.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +2.1% |
| 7D | +2.4% | -7.8% | +10.3% | +4.5% |
| 30D | -3.3% | +5.0% | -8.3% | -4.9% |
| 3M | -43.6% | +25.5% | -69.1% | -47.5% |
| 6M | +19.0% | +8.7% | +10.3% | +10.2% |
| YTD | +37.4% | -24.5% | +61.9% | +39.8% |
| 1Y | +54.8% | -36.7% | +91.5% | +65.0% |
| 3Y | -25.2% | +7.2% | -32.4% | -33.4% |
| 5Y | +62.7% | -40.9% | +103.6% | +57.5% |
| All | +187.5% | +517.5% | -329.9% | +72.7% |
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