+0.6%
ZS vs REPL
-27.0%
+27.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.7% | +2.6% |
| 7D | -3.8% | -9.6% | +5.7% | -3.7% |
| 30D | -6.0% | +5.7% | -11.7% | -6.1% |
| 3M | +32.0% | +56.4% | -24.4% | +30.3% |
| 6M | +2.1% | +67.4% | -65.3% | -0.2% |
| YTD | -26.2% | +48.7% | -74.8% | -27.8% |
| 1Y | -41.2% | +148.3% | -189.4% | -43.2% |
| All | +0.6% | -27.0% | +27.7% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling