+414.5%
ZS vs RCAT
-56.4%
+471.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.5% |
| 7D | -7.8% | -1.4% | -6.4% | -7.8% |
| 30D | +5.0% | -3.3% | +8.4% | +5.1% |
| 3M | +25.5% | -43.2% | +68.8% | +26.7% |
| 6M | +8.7% | -43.2% | +51.9% | +9.4% |
| YTD | -24.5% | +5.5% | -30.1% | -25.1% |
| 1Y | -36.7% | -1.6% | -35.1% | -37.3% |
| 3Y | +7.2% | +773.7% | -766.5% | +0.8% |
| 5Y | -40.9% | +187.6% | -228.5% | -44.1% |
| All | +414.5% | -56.4% | +471.0% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling