+16.0%
ZS vs COMP
-56.6%
+72.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -8.2% | -1.0% | -7.1% |
| 7D | -17.7% | -1.8% | -15.9% | -17.4% |
| 30D | -3.9% | -0.8% | -3.2% | -4.1% |
| 3M | +26.1% | -28.1% | +54.3% | +35.9% |
| 6M | +44.2% | +27.0% | +17.2% | +31.3% |
| YTD | -9.4% | -12.8% | +3.4% | -10.2% |
| 1Y | -37.1% | +4.9% | -41.9% | -40.8% |
| 3Y | +24.0% | +321.0% | -297.0% | -31.3% |
| 5Y | -39.8% | -25.6% | -14.2% | -53.2% |
| All | +16.0% | -56.6% | +72.6% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling