-84.2%
OPEN vs ZS
-40.8%
-43.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.8% | -4.0% |
| 7D | -2.9% | -3.8% | +0.9% | -0.6% |
| 30D | -13.8% | -6.0% | -7.8% | -11.5% |
| 3M | -30.9% | +32.0% | -62.9% | -44.1% |
| 6M | -40.9% | +2.1% | -43.1% | -49.9% |
| YTD | -48.5% | -26.2% | -22.4% | -45.9% |
| 1Y | -50.9% | -41.2% | -9.7% | -38.5% |
| 3Y | -20.6% | +3.3% | -24.0% | -47.4% |
| 5Y | -84.2% | -40.7% | -43.4% | -83.9% |
| All | -84.2% | -40.8% | -43.4% | -83.9% |
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