+16.6%
ZS vs COO
-23.3%
+39.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.4% |
| 7D | -11.1% | +4.3% | -15.3% | -11.5% |
| 30D | -14.8% | +17.6% | -32.4% | -16.7% |
| 3M | +18.0% | -13.9% | +31.9% | +20.5% |
| 6M | +30.8% | +6.6% | +24.3% | +29.4% |
| YTD | -11.5% | -22.0% | +10.5% | -8.3% |
| 1Y | -37.8% | -8.8% | -29.0% | -37.0% |
| 3Y | +16.6% | -21.5% | +38.1% | +13.9% |
| All | +16.6% | -23.3% | +39.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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