-44.3%
ZS vs NOC
+65.6%
-109.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.6% | +4.8% | -7.5% | -2.7% |
| 30D | -12.8% | +11.0% | -23.9% | -13.0% |
| 3M | +2.3% | -3.8% | +6.1% | +2.4% |
| 6M | +26.3% | +0.6% | +25.6% | +26.3% |
| YTD | -14.4% | -2.3% | -12.1% | -15.1% |
| 1Y | -37.6% | +0.3% | -37.9% | -38.2% |
| 3Y | +8.0% | +24.6% | -16.6% | +5.3% |
| All | -44.3% | +65.6% | -109.9% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling