+403.3%
ZS vs RCAT
-57.7%
+461.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +2.7% |
| 7D | -3.8% | -2.3% | -1.6% | -3.8% |
| 30D | -6.0% | -18.7% | +12.7% | -5.6% |
| 3M | +32.0% | -29.3% | +61.3% | +32.7% |
| 6M | +2.1% | -42.3% | +44.5% | +2.7% |
| YTD | -26.2% | +2.5% | -28.7% | -26.7% |
| 1Y | -41.2% | -5.7% | -35.5% | -41.7% |
| 3Y | +3.3% | +764.9% | -761.6% | -2.9% |
| 5Y | -40.7% | +182.3% | -223.0% | -43.9% |
| All | +403.3% | -57.7% | +461.0% | +352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling