-38.6%
ZS vs AUR
-35.1%
-3.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -0.9% | +0.3% |
| 7D | -3.1% | +1.4% | -4.5% | -3.4% |
| 30D | -7.2% | -6.4% | -0.8% | -6.4% |
| 3M | +30.5% | +7.7% | +22.8% | +27.2% |
| 6M | +7.0% | +44.5% | -37.5% | -3.0% |
| YTD | -26.8% | +67.4% | -94.3% | -36.1% |
| 1Y | -42.6% | +15.4% | -58.0% | -46.2% |
| 3Y | -0.3% | +94.8% | -95.2% | -31.8% |
| All | -38.6% | -35.1% | -3.5% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling