-31.6%
ZS vs RBRK
+62.9%
-94.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.6% |
| 7D | -12.3% | -12.5% | +0.2% | -4.6% |
| 30D | +11.2% | -3.0% | +14.2% | +13.4% |
| 3M | +37.5% | +46.9% | -9.4% | +7.6% |
| 6M | +57.8% | +105.4% | -47.6% | +3.5% |
| YTD | -0.2% | +55.6% | -55.8% | -32.8% |
| 1Y | -31.6% | +63.9% | -95.5% | -54.0% |
| All | -31.6% | +62.9% | -94.5% | -54.0% |
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