+20.9%
ZS vs COMP
+353.8%
-332.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.7% | -13.8% | -4.6% |
| 7D | -16.9% | +13.4% | -30.3% | -18.5% |
| 30D | -7.4% | +11.1% | -18.5% | -9.1% |
| 3M | +21.6% | -18.8% | +40.4% | +24.8% |
| 6M | +42.4% | +10.5% | +31.9% | +39.0% |
| YTD | -12.1% | -3.4% | -8.7% | -13.2% |
| 1Y | -37.8% | +19.7% | -57.5% | -40.5% |
| 3Y | +20.9% | +381.6% | -360.7% | -5.1% |
| All | +20.9% | +353.8% | -332.9% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling