-28.9%
RIG vs ZS
+0.7%
-29.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.3% |
| 7D | -4.2% | -8.1% | +3.9% | -2.8% |
| 30D | -0.7% | -8.4% | +7.8% | +0.4% |
| 3M | -4.0% | +31.1% | -35.1% | -9.3% |
| 6M | -6.3% | +4.4% | -10.7% | -9.4% |
| YTD | +39.7% | -27.3% | +67.0% | +45.7% |
| 1Y | +78.1% | -41.4% | +119.4% | +94.9% |
| All | -28.9% | +0.7% | -29.7% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling