+398.6%
ZS vs JBL
+1,011.7%
-613.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -1.0% |
| 7D | -3.1% | +2.4% | -5.5% | -3.9% |
| 30D | -7.2% | -13.1% | +5.9% | -3.0% |
| 3M | +30.5% | -15.6% | +46.1% | +36.6% |
| 6M | +7.0% | +24.6% | -17.6% | -4.6% |
| YTD | -26.8% | +39.6% | -66.4% | -38.2% |
| 1Y | -42.6% | +48.6% | -91.2% | -53.2% |
| 3Y | -0.3% | +197.3% | -197.6% | -42.1% |
| 5Y | -39.2% | +413.0% | -452.2% | -72.0% |
| All | +398.6% | +1,011.7% | -613.1% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling