-36.7%
ZS vs NYT
+15.2%
-51.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -7.8% | -1.3% | -6.5% | -7.6% |
| 30D | +5.0% | +2.7% | +2.3% | +4.3% |
| 3M | +25.5% | -10.3% | +35.8% | +27.3% |
| 6M | +8.7% | -16.6% | +25.3% | +11.3% |
| YTD | -24.5% | -2.3% | -22.2% | -25.0% |
| 1Y | -36.7% | +15.0% | -51.7% | -39.0% |
| All | -36.7% | +15.2% | -51.9% | -39.0% |
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