-42.6%
ZS vs JBL
+47.2%
-89.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | +0.6% |
| 7D | -3.1% | +2.4% | -5.5% | -3.1% |
| 30D | -7.2% | -13.1% | +5.9% | -7.4% |
| 3M | +30.5% | -15.6% | +46.1% | +30.3% |
| 6M | +7.0% | +24.6% | -17.6% | +5.6% |
| YTD | -26.8% | +39.6% | -66.4% | -28.6% |
| 1Y | -42.6% | +48.6% | -91.2% | -44.8% |
| All | -42.6% | +47.2% | -89.8% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling