+487.3%
ZS vs RCAT
-77.7%
+564.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -13.7% | +7.2% | -20.9% | -13.8% |
| 30D | -14.2% | -20.4% | +6.2% | -13.8% |
| 3M | +8.5% | -59.8% | +68.3% | +10.4% |
| 6M | +30.2% | -61.9% | +92.0% | +32.1% |
| YTD | -13.8% | -45.9% | +32.1% | -13.5% |
| 1Y | -41.5% | -50.5% | +9.0% | -41.2% |
| 3Y | +10.7% | +387.5% | -376.8% | +5.2% |
| 5Y | -43.6% | +70.9% | -114.5% | -46.0% |
| All | +487.3% | -77.7% | +564.9% | +434.1% |
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