+414.5%
ZS vs ALK
-33.7%
+448.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.8% |
| 7D | -7.8% | -0.7% | -7.2% | -7.8% |
| 30D | +5.0% | -19.2% | +24.3% | +8.9% |
| 3M | +25.5% | -1.5% | +27.1% | +24.9% |
| 6M | +8.7% | -13.1% | +21.8% | +9.2% |
| YTD | -24.5% | -16.4% | -8.1% | -23.7% |
| 1Y | -36.7% | -33.1% | -3.6% | -33.4% |
| 3Y | +7.2% | +0.6% | +6.6% | +0.4% |
| 5Y | -40.9% | -26.4% | -14.5% | -42.5% |
| All | +414.5% | -33.7% | +448.2% | +462.5% |
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