-43.6%
ZS vs ALLY
-9.5%
-34.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.2% |
| 7D | -16.9% | +0.9% | -17.8% | -17.3% |
| 30D | -7.4% | +3.1% | -10.5% | -8.9% |
| 3M | +21.6% | -12.6% | +34.1% | +29.3% |
| 6M | +42.4% | -12.4% | +54.8% | +50.1% |
| YTD | -12.1% | -13.2% | +1.0% | -7.3% |
| 1Y | -37.8% | +1.8% | -39.6% | -39.6% |
| 3Y | +20.9% | +58.0% | -37.1% | -12.8% |
| All | -43.6% | -9.5% | -34.0% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling