-34.7%
ROL vs ZS
-31.8%
-2.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.0% | +2.8% |
| 7D | +14.6% | -12.3% | +26.8% | +14.8% |
| 30D | +29.3% | +11.2% | +18.1% | +28.8% |
| 3M | +2.0% | +37.5% | -35.5% | +1.1% |
| 6M | -28.5% | +57.8% | -86.4% | -27.9% |
| YTD | -35.3% | -0.2% | -35.1% | -35.3% |
| 1Y | -34.7% | -31.6% | -3.1% | -34.3% |
| All | -34.7% | -31.8% | -2.9% | -34.3% |
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