+326.7%
ZS vs REPL
-6.0%
+332.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.4% |
| 7D | -7.8% | -3.0% | -4.9% | -7.7% |
| 30D | +5.0% | +27.1% | -22.1% | +3.4% |
| 3M | +25.5% | +52.4% | -26.8% | +19.1% |
| 6M | +8.7% | +107.4% | -98.7% | -4.6% |
| YTD | -24.5% | +54.7% | -79.2% | -32.5% |
| 1Y | -36.7% | +158.9% | -195.6% | -47.8% |
| 3Y | +7.2% | -23.7% | +30.9% | -16.5% |
| 5Y | -40.9% | -54.3% | +13.4% | -52.8% |
| All | +326.7% | -6.0% | +332.7% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling