+16.7%
OXY vs ZS
+498.3%
-481.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.4% |
| 7D | +2.8% | -3.1% | +5.9% | +3.1% |
| 30D | +5.5% | -7.2% | +12.7% | +5.9% |
| 3M | +11.3% | +30.5% | -19.2% | +8.7% |
| 6M | +11.6% | +7.0% | +4.6% | +9.6% |
| YTD | +51.6% | -26.8% | +78.4% | +53.2% |
| 1Y | +36.2% | -42.6% | +78.8% | +40.4% |
| 3Y | +1.7% | -0.3% | +2.0% | -1.6% |
| 5Y | +164.5% | -39.2% | +203.7% | +156.5% |
| All | +16.7% | +498.3% | -481.6% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling