-36.7%
ZS vs AUR
+11.8%
-48.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -7.8% | +8.7% | -16.6% | -9.4% |
| 30D | +5.0% | -5.2% | +10.3% | +5.8% |
| 3M | +25.5% | -7.3% | +32.8% | +26.3% |
| 6M | +8.7% | +41.2% | -32.5% | 0.0% |
| YTD | -24.5% | +65.1% | -89.6% | -33.0% |
| 1Y | -36.7% | +13.4% | -50.1% | -38.1% |
| All | -36.7% | +11.8% | -48.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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