-37.4%
ZS vs REPL
+145.6%
-183.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -5.2% | +9.8% | -15.0% | -5.4% |
| 30D | -15.5% | +81.5% | -97.0% | -16.4% |
| 3M | +9.0% | +44.2% | -35.3% | +8.2% |
| 6M | +32.2% | +437.4% | -405.2% | +26.9% |
| YTD | -14.1% | +126.1% | -140.2% | -17.0% |
| All | -37.4% | +145.6% | -183.0% | -37.5% |
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