-70.8%
OPEN vs ZS
+55.9%
-126.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +3.5% |
| 7D | -4.3% | -7.8% | +3.6% | +0.6% |
| 30D | -16.2% | +5.0% | -21.3% | -20.1% |
| 3M | -36.4% | +25.5% | -61.9% | -46.2% |
| 6M | -35.5% | +8.7% | -44.2% | -46.9% |
| YTD | -46.0% | -24.5% | -21.5% | -44.1% |
| 1Y | -47.1% | -36.7% | -10.4% | -38.1% |
| 3Y | -19.0% | +7.2% | -26.2% | -44.6% |
| 5Y | -83.6% | -40.9% | -42.7% | -83.1% |
| All | -70.8% | +55.9% | -126.8% | -77.8% |
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