+398.6%
ZS vs OMC
+44.0%
+354.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -3.1% | -4.4% | +1.3% | -1.9% |
| 30D | -7.2% | -7.6% | +0.4% | -5.1% |
| 3M | +30.5% | +4.5% | +25.9% | +28.6% |
| 6M | +7.0% | -0.3% | +7.2% | +6.8% |
| YTD | -26.8% | -0.1% | -26.7% | -27.3% |
| 1Y | -42.6% | +4.6% | -47.2% | -44.0% |
| 3Y | -0.3% | +10.5% | -10.8% | -4.7% |
| 5Y | -39.2% | +31.7% | -70.9% | -43.4% |
| All | +398.6% | +44.0% | +354.6% | +377.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling