+15.9%
OXY vs ZS
+504.0%
-488.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.9% |
| 7D | +0.6% | -3.8% | +4.5% | +0.9% |
| 30D | +4.5% | -6.0% | +10.5% | +4.9% |
| 3M | +8.9% | +32.0% | -23.1% | +6.2% |
| 6M | +12.5% | +2.1% | +10.3% | +10.9% |
| YTD | +50.5% | -26.2% | +76.6% | +52.0% |
| 1Y | +38.6% | -41.2% | +79.8% | +42.5% |
| 3Y | -1.2% | +3.3% | -4.6% | -4.7% |
| 5Y | +161.6% | -40.7% | +202.4% | +154.2% |
| All | +15.9% | +504.0% | -488.1% | -15.0% |
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