+42.4%
ZS vs AR
-4.6%
+47.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.2% | -2.8% |
| 7D | -16.9% | -14.3% | -2.6% | -12.8% |
| 30D | -7.4% | +1.4% | -8.9% | -7.5% |
| 3M | +21.6% | +3.4% | +18.2% | +18.5% |
| 6M | +42.4% | -2.1% | +44.4% | +50.7% |
| All | +42.4% | -4.6% | +47.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 6mo: compounded portfolio wealth divided by compounded AR 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…
6mo analysis · Full analysis span regression · 6 months rolling