-22.2%
RKT vs ZS
+25.0%
-47.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | 0.0% |
| 7D | +2.1% | -7.8% | +9.9% | +4.2% |
| 30D | +1.4% | +5.0% | -3.6% | -0.1% |
| 3M | +6.3% | +25.5% | -19.3% | -0.1% |
| 6M | -15.5% | +8.7% | -24.2% | -21.0% |
| YTD | -27.4% | -24.5% | -2.9% | -25.3% |
| 1Y | -26.6% | -36.7% | +10.1% | -20.8% |
| 3Y | +41.2% | +7.2% | +34.0% | +24.4% |
| 5Y | -6.4% | -40.9% | +34.5% | -12.5% |
| All | -22.2% | +25.0% | -47.2% | -46.6% |
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