-36.7%
ZS vs RBRK
+6.4%
-43.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -5.4% |
| 7D | -7.8% | +0.7% | -8.5% | -8.2% |
| 30D | +5.0% | +10.4% | -5.4% | -1.3% |
| 3M | +25.5% | +21.6% | +3.9% | +11.4% |
| 6M | +8.7% | +70.7% | -62.0% | -17.4% |
| YTD | -24.5% | +22.5% | -47.0% | -37.9% |
| 1Y | -36.7% | +8.2% | -44.9% | -46.6% |
| All | -36.7% | +6.4% | -43.1% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling