-3.4%
ZS vs COMP
-47.7%
+44.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | -7.8% | +1.4% | -9.2% | -8.2% |
| 30D | +5.0% | -13.3% | +18.4% | +8.6% |
| 3M | +25.5% | +41.1% | -15.6% | +14.1% |
| 6M | +8.7% | +17.2% | -8.5% | +0.9% |
| YTD | -24.5% | +5.2% | -29.7% | -28.2% |
| 1Y | -36.7% | +18.9% | -55.6% | -42.4% |
| 3Y | +7.2% | +215.9% | -208.7% | -34.4% |
| 5Y | -40.9% | -31.2% | -9.7% | -54.6% |
| All | -3.4% | -47.7% | +44.3% | -20.9% |
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