-38.6%
ZS vs NYT
+38.8%
-77.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.4% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -7.2% | +4.6% | -11.8% | -9.6% |
| 3M | +30.5% | -9.6% | +40.1% | +35.6% |
| 6M | +7.0% | -14.0% | +21.0% | +13.2% |
| YTD | -26.8% | -2.8% | -24.0% | -27.9% |
| 1Y | -42.6% | +15.6% | -58.2% | -49.0% |
| 3Y | -0.3% | +56.3% | -56.6% | -29.3% |
| All | -38.6% | +38.8% | -77.4% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling