+244.4%
ORCL vs ZS
+517.5%
-273.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.9% |
| 7D | +5.3% | -7.8% | +13.1% | +6.7% |
| 30D | +10.0% | +5.0% | +4.9% | +8.9% |
| 3M | -32.6% | +25.5% | -58.1% | -35.5% |
| 6M | +4.9% | +8.7% | -3.8% | +1.3% |
| YTD | -17.8% | -24.5% | +6.8% | -16.0% |
| 1Y | -28.0% | -36.7% | +8.7% | -24.6% |
| 3Y | +36.0% | +7.2% | +28.8% | +30.4% |
| 5Y | +88.7% | -40.9% | +129.6% | +85.6% |
| All | +244.4% | +517.5% | -273.0% | +146.2% |
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