-36.0%
ROL vs ZS
-37.1%
+1.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.5% |
| 7D | -1.4% | -7.8% | +6.4% | -1.3% |
| 30D | -4.1% | +5.0% | -9.1% | -4.3% |
| 3M | -22.5% | +25.5% | -48.0% | -23.0% |
| 6M | -37.7% | +8.7% | -46.4% | -37.0% |
| YTD | -39.6% | -24.5% | -15.1% | -38.5% |
| 1Y | -36.0% | -36.7% | +0.7% | -36.3% |
| All | -36.0% | -37.1% | +1.1% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling