-31.6%
ZS vs ALK
-1.1%
-30.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.0% | +0.1% |
| 7D | -12.3% | +12.4% | -24.7% | -11.7% |
| 30D | +11.2% | +2.1% | +9.2% | +11.6% |
| 3M | +37.5% | -23.9% | +61.4% | +37.2% |
| 6M | +57.8% | +8.2% | +49.6% | +56.5% |
| YTD | -0.2% | -20.5% | +20.3% | +3.1% |
| 1Y | -31.6% | -1.0% | -30.6% | -29.8% |
| All | -31.6% | -1.1% | -30.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling