+119.2%
ORLY vs ZS
-38.5%
+157.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.3% |
| 7D | -2.4% | -3.1% | +0.7% | -2.2% |
| 30D | -6.8% | -7.2% | +0.4% | -6.4% |
| 3M | -4.8% | +30.5% | -35.2% | -6.4% |
| 6M | -9.1% | +7.0% | -16.1% | -10.2% |
| YTD | -5.9% | -26.8% | +20.9% | -4.8% |
| 1Y | -20.4% | -42.6% | +22.2% | -18.3% |
| 3Y | +36.6% | -0.3% | +36.9% | +32.9% |
| All | +119.2% | -38.5% | +157.7% | +104.9% |
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