+503.2%
ZS vs ALK
-34.2%
+537.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.1% | -6.4% | -0.5% |
| 7D | -11.1% | +8.9% | -20.0% | -12.4% |
| 30D | -14.8% | +5.9% | -20.8% | -15.9% |
| 3M | +18.0% | -16.5% | +34.5% | +21.1% |
| 6M | +30.8% | +2.1% | +28.7% | +27.8% |
| YTD | -11.5% | -17.1% | +5.6% | -10.8% |
| 1Y | -37.8% | -2.9% | -34.9% | -39.5% |
| 3Y | +16.6% | +24.5% | -7.9% | +4.3% |
| 5Y | -43.6% | -29.1% | -14.4% | -45.1% |
| All | +503.2% | -34.2% | +537.4% | +557.8% |
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 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