+42.7%
ORCL vs ZS
-45.5%
+88.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +8.0% | -2.6% | +10.6% | +8.6% |
| 30D | -4.0% | -12.8% | +8.8% | -1.0% |
| 3M | -19.5% | +2.3% | -21.7% | -20.5% |
| 6M | -33.5% | +26.3% | -59.7% | -38.9% |
| YTD | -34.8% | -14.4% | -20.4% | -35.4% |
| 1Y | -41.6% | -37.6% | -4.0% | -38.4% |
| 3Y | +13.8% | +8.0% | +5.7% | +5.6% |
| All | +42.7% | -45.5% | +88.1% | +36.0% |
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