+414.5%
ZS vs COO
+19.1%
+395.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -3.8% |
| 7D | -7.8% | -2.2% | -5.6% | -6.9% |
| 30D | +5.0% | -7.0% | +12.1% | +8.5% |
| 3M | +25.5% | +12.2% | +13.3% | +18.2% |
| 6M | +8.7% | -15.1% | +23.8% | +16.2% |
| YTD | -24.5% | -15.1% | -9.4% | -19.3% |
| 1Y | -36.7% | +2.3% | -39.0% | -38.4% |
| 3Y | +7.2% | -23.7% | +30.9% | +13.4% |
| 5Y | -40.9% | -38.9% | -2.0% | -31.5% |
| All | +414.5% | +19.1% | +395.4% | +314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling