-1.0%
ZS vs RGEN
+1.9%
-2.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.1% | -2.9% | -5.1% | -7.4% |
| 30D | -8.4% | -0.1% | -8.4% | -8.5% |
| 3M | +31.1% | +25.9% | +5.1% | +22.6% |
| 6M | +4.4% | +35.2% | -30.8% | -4.7% |
| YTD | -27.3% | +0.5% | -27.8% | -28.4% |
| 1Y | -41.4% | +37.0% | -78.3% | -46.8% |
| All | -1.0% | +1.9% | -2.8% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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