+414.5%
ZS vs OVV
+47.4%
+367.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -4.3% |
| 7D | -7.8% | +0.3% | -8.1% | -7.9% |
| 30D | +5.0% | +11.7% | -6.7% | +3.6% |
| 3M | +25.5% | +9.8% | +15.7% | +23.9% |
| 6M | +8.7% | +26.6% | -17.9% | +5.3% |
| YTD | -24.5% | +67.0% | -91.5% | -29.5% |
| 1Y | -36.7% | +55.9% | -92.6% | -40.6% |
| 3Y | +7.2% | +45.5% | -38.3% | +0.2% |
| 5Y | -40.9% | +157.3% | -198.3% | -47.4% |
| All | +414.5% | +47.4% | +367.1% | +355.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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