+130.3%
RCL vs ZS
+517.5%
-387.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.8% |
| 7D | -5.1% | -7.8% | +2.7% | -3.6% |
| 30D | -19.0% | +5.0% | -24.0% | -20.1% |
| 3M | -9.6% | +25.5% | -35.1% | -14.3% |
| 6M | -6.7% | +8.7% | -15.4% | -11.8% |
| YTD | -3.9% | -24.5% | +20.6% | -2.4% |
| 1Y | -25.1% | -36.7% | +11.6% | -21.2% |
| 3Y | +179.1% | +7.2% | +171.9% | +156.9% |
| 5Y | +243.3% | -40.9% | +284.2% | +226.4% |
| All | +130.3% | +517.5% | -387.1% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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