-41.2%
ZS vs RCAT
-7.9%
-33.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +3.0% |
| 7D | -3.8% | -2.3% | -1.6% | -3.7% |
| 30D | -6.0% | -18.7% | +12.7% | -4.9% |
| 3M | +32.0% | -29.3% | +61.3% | +33.8% |
| 6M | +2.1% | -42.3% | +44.5% | +4.8% |
| YTD | -26.2% | +2.5% | -28.7% | -27.0% |
| 1Y | -41.2% | -5.7% | -35.5% | -41.9% |
| All | -41.2% | -7.9% | -33.2% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling