+414.1%
ORLY vs ZS
+504.0%
-89.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.3% | +0.1% |
| 7D | -1.0% | -3.8% | +2.8% | -0.8% |
| 30D | -6.7% | -6.0% | -0.7% | -6.4% |
| 3M | -3.8% | +32.0% | -35.8% | -5.6% |
| 6M | -9.0% | +2.1% | -11.2% | -10.0% |
| YTD | -5.6% | -26.2% | +20.5% | -4.7% |
| 1Y | -19.5% | -41.2% | +21.7% | -17.6% |
| 3Y | +34.7% | +3.3% | +31.4% | +30.9% |
| 5Y | +118.0% | -40.7% | +158.8% | +114.0% |
| All | +414.1% | +504.0% | -89.9% | +293.1% |
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