-31.6%
ZS vs REPL
+125.1%
-156.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -12.3% | +28.8% | -41.1% | -12.6% |
| 30D | +11.2% | +57.3% | -46.1% | +10.2% |
| 3M | +37.5% | +73.6% | -36.1% | +36.0% |
| 6M | +57.8% | +582.8% | -525.0% | +52.3% |
| YTD | -0.2% | +112.9% | -113.1% | -1.4% |
| 1Y | -31.6% | +130.7% | -162.3% | -32.4% |
| All | -31.6% | +125.1% | -156.8% | -32.4% |
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