+61.0%
XOP vs ZS
+599.9%
-538.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +6.3% | -2.6% | +9.0% | +6.7% |
| 30D | -6.6% | -12.8% | +6.2% | -5.3% |
| 3M | +3.6% | +2.3% | +1.3% | +2.7% |
| 6M | +10.8% | +26.3% | -15.5% | +5.8% |
| YTD | +48.3% | -14.4% | +62.7% | +47.2% |
| 1Y | +42.9% | -37.6% | +80.6% | +47.4% |
| 3Y | +43.3% | +8.0% | +35.3% | +35.7% |
| 5Y | +94.0% | -44.9% | +138.8% | +88.2% |
| All | +61.0% | +599.9% | -538.9% | +0.6% |
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