+12.5%
ZS vs COMP
-52.0%
+64.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +10.7% | -13.8% | -5.7% |
| 7D | -16.9% | +13.4% | -30.3% | -19.7% |
| 30D | -7.4% | +11.1% | -18.5% | -10.4% |
| 3M | +21.6% | -18.8% | +40.4% | +26.8% |
| 6M | +42.4% | +10.5% | +31.9% | +35.7% |
| YTD | -12.1% | -3.4% | -8.7% | -15.3% |
| 1Y | -37.8% | +19.7% | -57.5% | -43.6% |
| 3Y | +20.9% | +381.6% | -360.7% | -35.5% |
| 5Y | -41.6% | -17.6% | -24.0% | -55.8% |
| All | +12.5% | -52.0% | +64.4% | -6.7% |
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