-36.7%
ZS vs REPL
+161.1%
-197.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.5% |
| 7D | -7.8% | -3.0% | -4.9% | -7.8% |
| 30D | +5.0% | +27.1% | -22.1% | +4.7% |
| 3M | +25.5% | +52.4% | -26.8% | +24.0% |
| 6M | +8.7% | +107.4% | -98.7% | +6.7% |
| YTD | -24.5% | +54.7% | -79.2% | -25.8% |
| 1Y | -36.7% | +158.9% | -195.6% | -38.0% |
| All | -36.7% | +161.1% | -197.8% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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