-36.7%
ZS vs ALLY
+9.5%
-46.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -7.8% | +3.7% | -11.5% | -8.7% |
| 30D | +5.0% | -2.3% | +7.3% | +5.5% |
| 3M | +25.5% | +3.8% | +21.7% | +24.1% |
| 6M | +8.7% | +9.7% | -1.0% | +4.0% |
| YTD | -24.5% | -1.4% | -23.1% | -25.6% |
| 1Y | -36.7% | +8.2% | -44.9% | -36.8% |
| All | -36.7% | +9.5% | -46.2% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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