-42.6%
RIG vs ZS
+498.3%
-540.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.4% | -1.8% |
| 7D | -3.1% | -3.1% | 0.0% | -2.6% |
| 30D | -0.5% | -7.2% | +6.7% | +0.3% |
| 3M | -6.0% | +30.5% | -36.4% | -10.5% |
| 6M | -10.1% | +7.0% | -17.1% | -13.1% |
| YTD | +37.3% | -26.8% | +64.1% | +40.3% |
| 1Y | +73.9% | -42.6% | +116.5% | +84.4% |
| 3Y | -30.2% | -0.3% | -29.9% | -33.6% |
| 5Y | +62.5% | -39.2% | +101.7% | +56.0% |
| All | -42.6% | +498.3% | -540.9% | -66.9% |
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 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