+0.2%
ZS vs AUR
-35.0%
+35.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | -3.8% | +11.1% | -14.9% | -6.0% |
| 30D | -6.0% | -6.9% | +0.9% | -5.0% |
| 3M | +32.0% | +5.5% | +26.5% | +29.3% |
| 6M | +2.1% | +41.0% | -38.9% | -6.9% |
| YTD | -26.2% | +69.3% | -95.4% | -35.6% |
| 1Y | -41.2% | +14.0% | -55.2% | -44.7% |
| 3Y | +3.3% | +90.1% | -86.7% | -28.8% |
| 5Y | -40.7% | -34.4% | -6.3% | -56.4% |
| All | +0.2% | -35.0% | +35.2% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling