+485.5%
ZS vs RBA
+238.7%
+246.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -5.2% | -0.5% | -4.7% | -5.0% |
| 30D | -15.5% | +6.8% | -22.3% | -18.0% |
| 3M | +9.0% | +9.5% | -0.5% | +4.5% |
| 6M | +32.2% | -8.2% | +40.4% | +35.3% |
| YTD | -14.1% | -7.7% | -6.4% | -13.0% |
| 1Y | -39.1% | -6.9% | -32.2% | -38.5% |
| 3Y | +10.4% | +61.6% | -51.3% | -12.7% |
| 5Y | -44.6% | +44.7% | -89.4% | -55.6% |
| All | +485.5% | +238.7% | +246.8% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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