-39.6%
ZS vs NOC
+57.3%
-96.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.2% | -1.6% |
| 7D | -8.1% | -1.8% | -6.3% | -8.0% |
| 30D | -8.4% | -9.4% | +1.0% | -8.3% |
| 3M | +31.1% | -3.8% | +34.9% | +31.2% |
| 6M | +4.4% | -28.8% | +33.1% | +5.1% |
| YTD | -27.3% | -7.9% | -19.4% | -27.8% |
| 1Y | -41.4% | -9.0% | -32.3% | -41.7% |
| 3Y | +1.7% | +29.1% | -27.4% | -1.0% |
| 5Y | -39.6% | +58.9% | -98.5% | -37.9% |
| All | -39.6% | +57.3% | -96.9% | -37.9% |
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