-13.0%
ZS vs OSCR
-9.5%
-3.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | -8.1% | +1.1% | -9.1% | -8.3% |
| 30D | -8.4% | +16.5% | -24.9% | -11.2% |
| 3M | +31.1% | +17.0% | +14.1% | +26.5% |
| 6M | +4.4% | +145.0% | -140.6% | -12.6% |
| YTD | -27.3% | +126.7% | -154.0% | -38.6% |
| 1Y | -41.4% | +67.2% | -108.6% | -48.8% |
| 3Y | +1.7% | +405.1% | -403.4% | -39.3% |
| 5Y | -39.6% | +86.2% | -125.8% | -62.2% |
| All | -13.0% | -9.5% | -3.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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