-42.6%
ZS vs NOC
-9.0%
-33.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.1% | +0.8% | -3.9% | -3.0% |
| 30D | -7.2% | -9.7% | +2.5% | -8.3% |
| 3M | +30.5% | -5.6% | +36.1% | +29.5% |
| 6M | +7.0% | -28.6% | +35.6% | +1.6% |
| YTD | -26.8% | -7.9% | -19.0% | -31.5% |
| 1Y | -42.6% | -9.5% | -33.1% | -46.4% |
| All | -42.6% | -9.0% | -33.6% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling