+87.8%
ROL vs ZS
+604.7%
-516.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.8% | -13.7% | +14.4% | +2.1% |
| 30D | +20.6% | -14.2% | +34.7% | +22.0% |
| 3M | +4.5% | +8.5% | -4.1% | +3.0% |
| 6M | -26.5% | +30.2% | -56.7% | -29.4% |
| YTD | -34.8% | -13.8% | -21.0% | -35.2% |
| 1Y | -33.2% | -41.5% | +8.3% | -30.9% |
| 3Y | +4.5% | +10.7% | -6.3% | -0.9% |
| 5Y | +15.5% | -43.6% | +59.1% | +14.0% |
| All | +87.8% | +604.7% | -516.9% | +39.5% |
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