+147.9%
OXY vs ZS
-38.5%
+186.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.5% |
| 6M | +11.6% | +7.0% | +4.6% | +9.5% |
| YTD | +51.6% | -26.8% | +78.4% | +53.7% |
| 1Y | +36.2% | -42.6% | +78.8% | +41.4% |
| 3Y | +1.7% | -0.3% | +2.0% | -2.4% |
| All | +147.9% | -38.5% | +186.4% | +145.1% |
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 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