+414.5%
ZS vs OMC
+50.6%
+364.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.8% |
| 7D | -7.8% | -6.4% | -1.4% | -6.0% |
| 30D | +5.0% | +1.1% | +3.9% | +4.8% |
| 3M | +25.5% | +10.4% | +15.1% | +21.9% |
| 6M | +8.7% | -1.7% | +10.4% | +8.9% |
| YTD | -24.5% | +4.4% | -28.9% | -25.9% |
| 1Y | -36.7% | +8.4% | -45.1% | -38.8% |
| 3Y | +7.2% | +14.4% | -7.2% | +1.5% |
| 5Y | -40.9% | +33.9% | -74.8% | -45.6% |
| All | +414.5% | +50.6% | +364.0% | +387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling