-41.7%
RIG vs ZS
+488.9%
-530.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -0.8% |
| 7D | -2.7% | -9.2% | +6.5% | -1.3% |
| 30D | +9.5% | -4.0% | +13.5% | +9.9% |
| 3M | -6.6% | +25.3% | -31.9% | -10.5% |
| 6M | -2.9% | -1.3% | -1.6% | -4.9% |
| YTD | +39.5% | -28.0% | +67.5% | +42.9% |
| 1Y | +82.3% | -42.5% | +124.8% | +93.1% |
| 3Y | -29.6% | +0.7% | -30.3% | -33.1% |
| 5Y | +63.2% | -42.3% | +105.5% | +57.8% |
| All | -41.7% | +488.9% | -530.6% | -66.2% |
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