-44.5%
ZS vs RGEN
-35.6%
-8.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -13.7% | -3.1% | -10.5% | -12.5% |
| 30D | -14.2% | +0.1% | -14.2% | -14.3% |
| 3M | +8.5% | +4.8% | +3.8% | +5.5% |
| 6M | +30.2% | +48.9% | -18.7% | +7.4% |
| YTD | -13.8% | +5.3% | -19.2% | -18.2% |
| 1Y | -41.5% | +12.5% | -54.0% | -46.2% |
| 3Y | +10.7% | +17.0% | -6.3% | -10.6% |
| All | -44.5% | -35.6% | -8.9% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling