-42.5%
ZS vs ALLY
+5.0%
-47.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -3.7% |
| 7D | -9.2% | +1.0% | -10.2% | -9.4% |
| 30D | -4.0% | -3.3% | -0.7% | -3.1% |
| 3M | +25.3% | +0.5% | +24.8% | +25.0% |
| 6M | -1.3% | +12.6% | -13.9% | -7.1% |
| YTD | -28.0% | -4.7% | -23.3% | -28.4% |
| 1Y | -42.5% | +5.2% | -47.7% | -42.7% |
| All | -42.5% | +5.0% | -47.5% | -42.7% |
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