+483.2%
ZS vs COO
+7.3%
+476.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -2.6% | +0.5% | -3.1% | -2.8% |
| 30D | -12.8% | +14.2% | -27.0% | -17.9% |
| 3M | +2.3% | -18.2% | +20.5% | +10.5% |
| 6M | +26.3% | +5.3% | +20.9% | +21.0% |
| YTD | -14.4% | -23.6% | +9.1% | -5.3% |
| 1Y | -37.6% | -12.7% | -24.9% | -35.4% |
| 3Y | +8.0% | -24.2% | +32.2% | +11.8% |
| 5Y | -44.9% | -40.0% | -4.9% | -36.2% |
| All | +483.2% | +7.3% | +476.0% | +386.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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