-43.6%
ZS vs RCAT
+71.1%
-114.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.4% | -10.7% | -0.2% |
| 7D | -11.1% | +1.1% | -12.2% | -11.4% |
| 30D | -14.8% | -22.0% | +7.2% | -13.4% |
| 3M | +18.0% | -51.1% | +69.1% | +24.3% |
| 6M | +30.8% | -56.6% | +87.4% | +37.3% |
| YTD | -11.5% | -43.3% | +31.7% | -10.8% |
| 1Y | -37.8% | -51.5% | +13.7% | -36.8% |
| 3Y | +16.6% | +411.4% | -394.8% | -14.7% |
| 5Y | -43.6% | +74.4% | -118.0% | -49.9% |
| All | -43.6% | +71.1% | -114.7% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling