+485.5%
ZS vs ALK
-38.4%
+523.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.5% |
| 7D | -5.2% | +0.9% | -6.1% | -5.4% |
| 30D | -15.5% | +3.3% | -18.8% | -16.2% |
| 3M | +9.0% | -17.6% | +26.5% | +12.1% |
| 6M | +32.2% | +0.8% | +31.4% | +29.2% |
| YTD | -14.1% | -22.4% | +8.3% | -12.4% |
| 1Y | -39.1% | -10.1% | -29.0% | -39.9% |
| 3Y | +10.4% | +14.0% | -3.6% | +0.3% |
| 5Y | -44.6% | -29.8% | -14.8% | -45.8% |
| All | +485.5% | -38.4% | +523.9% | +545.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling