+403.3%
ZS vs RBA
+192.2%
+211.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.8% |
| 7D | -3.8% | -1.9% | -1.9% | -3.1% |
| 30D | -6.0% | -13.0% | +7.0% | -0.7% |
| 3M | +32.0% | -23.1% | +55.1% | +45.5% |
| 6M | +2.1% | -22.6% | +24.7% | +12.1% |
| YTD | -26.2% | -20.4% | -5.8% | -20.3% |
| 1Y | -41.2% | -29.6% | -11.6% | -33.3% |
| 3Y | +3.3% | +26.6% | -23.2% | -9.7% |
| 5Y | -40.7% | +38.2% | -78.9% | -51.1% |
| All | +403.3% | +192.2% | +211.1% | +199.9% |
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