-31.6%
ZS vs OMC
+24.5%
-56.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.5% | -1.7% |
| 7D | -12.3% | +12.5% | -24.8% | -15.3% |
| 30D | +11.2% | +16.3% | -5.1% | +6.0% |
| 3M | +37.5% | +8.1% | +29.4% | +34.6% |
| 6M | +57.8% | +17.2% | +40.7% | +49.7% |
| YTD | -0.2% | +11.8% | -12.0% | -5.3% |
| 1Y | -31.6% | +23.9% | -55.6% | -36.5% |
| All | -31.6% | +24.5% | -56.2% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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