+20.9%
ZS vs RBA
+42.3%
-21.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.7% | -2.6% |
| 7D | -16.9% | +4.3% | -21.2% | -18.1% |
| 30D | -7.4% | +16.3% | -23.8% | -12.4% |
| 3M | +21.6% | +1.3% | +20.2% | +20.6% |
| 6M | +42.4% | -11.1% | +53.4% | +46.9% |
| YTD | -12.1% | -8.5% | -3.7% | -11.0% |
| 1Y | -37.8% | -2.1% | -35.7% | -38.8% |
| 3Y | +20.9% | +44.6% | -23.6% | +6.3% |
| All | +20.9% | +42.3% | -21.4% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling