-5.9%
ZS vs RBRK
+124.5%
-130.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.8% |
| 7D | -3.1% | -7.5% | +4.4% | +0.2% |
| 30D | -7.2% | -10.4% | +3.2% | -3.1% |
| 3M | +30.5% | +21.3% | +9.2% | +19.2% |
| 6M | +7.0% | +50.6% | -43.7% | -9.7% |
| YTD | -26.8% | +13.3% | -40.1% | -32.3% |
| 1Y | -42.6% | +11.2% | -53.8% | -47.1% |
| All | -5.9% | +124.5% | -130.4% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling