+2.0%
RDW vs ZS
-21.4%
+23.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | +0.9% | -3.1% | +4.0% | +1.8% |
| 30D | -21.3% | -7.2% | -14.1% | -19.6% |
| 3M | -37.9% | +30.5% | -68.3% | -45.0% |
| 6M | +12.3% | +7.0% | +5.3% | +0.4% |
| YTD | +39.7% | -26.8% | +66.6% | +46.9% |
| 1Y | +25.7% | -42.6% | +68.3% | +46.2% |
| 3Y | +230.8% | -0.3% | +231.2% | +204.0% |
| 5Y | -8.8% | -39.2% | +30.4% | -6.4% |
| All | +2.0% | -21.4% | +23.4% | +6.2% |
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