-36.7%
ZS vs COMP
+22.2%
-58.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | -7.8% | +1.4% | -9.2% | -8.0% |
| 30D | +5.0% | -13.3% | +18.4% | +7.0% |
| 3M | +25.5% | +41.1% | -15.6% | +20.6% |
| 6M | +8.7% | +17.2% | -8.5% | +7.9% |
| YTD | -24.5% | +5.2% | -29.7% | -23.9% |
| 1Y | -36.7% | +18.9% | -55.6% | -36.0% |
| All | -36.7% | +22.2% | -58.9% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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