+383.7%
ZS vs REPL
+36.8%
+346.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.6% | +1.2% | -3.9% | -2.7% |
| 30D | -12.8% | +92.2% | -105.0% | -16.3% |
| 3M | +2.3% | +44.1% | -41.8% | -0.3% |
| 6M | +26.3% | +313.0% | -286.8% | +10.5% |
| YTD | -14.4% | +125.2% | -139.6% | -25.4% |
| 1Y | -37.6% | +143.8% | -181.4% | -46.0% |
| 3Y | +8.0% | +104.2% | -96.2% | -25.3% |
| 5Y | -44.9% | -34.5% | -10.3% | -57.0% |
| All | +383.7% | +36.8% | +346.9% | +210.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling