+67.8%
ROL vs ZS
+504.0%
-436.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.7% | -1.4% |
| 7D | -3.3% | -3.8% | +0.6% | -2.9% |
| 30D | -7.2% | -6.0% | -1.2% | -6.8% |
| 3M | -27.0% | +32.0% | -59.0% | -29.2% |
| 6M | -39.5% | +2.1% | -41.6% | -40.4% |
| YTD | -41.8% | -26.2% | -15.6% | -41.0% |
| 1Y | -38.9% | -41.2% | +2.3% | -36.7% |
| 3Y | -0.4% | +3.3% | -3.7% | -4.7% |
| 5Y | -4.2% | -40.7% | +36.5% | -6.2% |
| All | +67.8% | +504.0% | -436.2% | +27.1% |
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