+499.0%
ZS vs ALK
-38.6%
+537.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -16.9% | +9.0% | -25.9% | -18.3% |
| 30D | -7.4% | -1.6% | -5.8% | -7.4% |
| 3M | +21.6% | -23.2% | +44.7% | +26.6% |
| 6M | +42.4% | -3.9% | +46.3% | +40.6% |
| YTD | -12.1% | -22.6% | +10.5% | -10.3% |
| 1Y | -37.8% | -5.3% | -32.5% | -39.3% |
| 3Y | +20.9% | +18.6% | +2.3% | +9.1% |
| 5Y | -41.6% | -34.4% | -7.2% | -42.5% |
| All | +499.0% | -38.6% | +537.6% | +561.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling