-31.6%
ZS vs NYT
+16.5%
-48.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -12.3% | -3.9% | -8.4% | -11.6% |
| 30D | +11.2% | +4.3% | +6.9% | +10.3% |
| 3M | +37.5% | -11.7% | +49.2% | +40.2% |
| 6M | +57.8% | -14.4% | +72.3% | +58.4% |
| YTD | -0.2% | -3.0% | +2.8% | -2.1% |
| 1Y | -31.6% | +16.5% | -48.2% | -35.5% |
| All | -31.6% | +16.5% | -48.2% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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