+414.5%
ZS vs NOC
+73.8%
+340.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -4.2% |
| 7D | -7.8% | -5.2% | -2.7% | -7.2% |
| 30D | +5.0% | -7.2% | +12.2% | +6.0% |
| 3M | +25.5% | -5.1% | +30.6% | +26.2% |
| 6M | +8.7% | -31.1% | +39.8% | +13.5% |
| YTD | -24.5% | -8.6% | -15.9% | -24.4% |
| 1Y | -36.7% | -9.7% | -27.0% | -36.5% |
| 3Y | +7.2% | +24.3% | -17.1% | +1.3% |
| 5Y | -40.9% | +52.6% | -93.5% | -47.3% |
| All | +414.5% | +73.8% | +340.8% | +289.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling