-4.7%
ROL vs ZS
-42.6%
+37.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -2.2% |
| 7D | -3.4% | -9.2% | +5.8% | -2.8% |
| 30D | -6.9% | -4.0% | -2.9% | -6.8% |
| 3M | -24.6% | +25.3% | -49.9% | -26.1% |
| 6M | -39.5% | -1.3% | -38.2% | -40.0% |
| YTD | -41.1% | -28.0% | -13.1% | -40.2% |
| 1Y | -37.9% | -42.5% | +4.6% | -35.9% |
| 3Y | +0.8% | +0.7% | +0.1% | -2.4% |
| 5Y | -4.7% | -42.3% | +37.6% | -7.8% |
| All | -4.7% | -42.6% | +37.9% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling