-42.3%
ZS vs COO
-39.5%
-2.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -3.4% |
| 7D | -9.2% | -2.3% | -6.9% | -8.2% |
| 30D | -4.0% | -8.8% | +4.8% | +0.2% |
| 3M | +25.3% | +1.3% | +23.9% | +24.0% |
| 6M | -1.3% | -11.6% | +10.3% | +4.0% |
| YTD | -28.0% | -17.4% | -10.6% | -21.6% |
| 1Y | -42.5% | -1.6% | -40.9% | -43.1% |
| 3Y | +0.7% | -22.6% | +23.4% | +3.6% |
| 5Y | -42.3% | -40.3% | -2.0% | -28.7% |
| All | -42.3% | -39.5% | -2.8% | -28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling