+0.7%
ZS vs RCAT
+796.4%
-795.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.9% | -8.5% | -4.9% |
| 7D | -9.2% | +5.4% | -14.6% | -9.5% |
| 30D | -4.0% | -5.6% | +1.6% | -3.7% |
| 3M | +25.3% | -30.2% | +55.5% | +27.6% |
| 6M | -1.3% | -43.4% | +42.1% | +0.9% |
| YTD | -28.0% | +9.6% | -37.6% | -30.1% |
| 1Y | -42.5% | -2.0% | -40.5% | -44.6% |
| 3Y | +0.7% | +825.0% | -824.3% | -14.3% |
| All | +0.7% | +796.4% | -795.7% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling