-42.3%
ZS vs RBA
+44.6%
-86.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.7% |
| 7D | -9.2% | -1.1% | -8.2% | -8.7% |
| 30D | -4.0% | -13.2% | +9.2% | +2.2% |
| 3M | +25.3% | -21.4% | +46.7% | +38.2% |
| 6M | -1.3% | -20.9% | +19.6% | +8.3% |
| YTD | -28.0% | -19.9% | -8.1% | -22.0% |
| 1Y | -42.5% | -28.7% | -13.8% | -34.1% |
| 3Y | +0.7% | +27.4% | -26.7% | -15.9% |
| 5Y | -42.3% | +41.7% | -84.0% | -56.8% |
| All | -42.3% | +44.6% | -86.9% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling