+211.4%
XOM vs ZS
+488.9%
-277.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.4% | +0.9% |
| 7D | -2.4% | -9.2% | +6.8% | -2.1% |
| 30D | +5.7% | -4.0% | +9.7% | +5.7% |
| 3M | +6.6% | +25.3% | -18.7% | +5.6% |
| 6M | +7.7% | -1.3% | +9.0% | +7.2% |
| YTD | +36.2% | -28.0% | +64.2% | +37.0% |
| 1Y | +50.5% | -42.5% | +93.0% | +52.6% |
| 3Y | +53.4% | +0.7% | +52.6% | +50.8% |
| 5Y | +254.2% | -42.3% | +296.5% | +247.7% |
| All | +211.4% | +488.9% | -277.5% | +144.1% |
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