+89.8%
ROL vs ZS
+599.9%
-510.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.6% |
| 7D | +3.0% | -2.6% | +5.6% | +3.2% |
| 30D | +19.8% | -12.8% | +32.6% | +21.0% |
| 3M | +7.9% | +2.3% | +5.6% | +7.0% |
| 6M | -25.6% | +26.3% | -51.9% | -28.4% |
| YTD | -34.1% | -14.4% | -19.7% | -34.5% |
| 1Y | -31.4% | -37.6% | +6.2% | -29.6% |
| 3Y | +4.7% | +8.0% | -3.4% | -0.4% |
| 5Y | +15.6% | -44.9% | +60.5% | +14.4% |
| All | +89.8% | +599.9% | -510.1% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling