-40.7%
ZS vs RGEN
-44.3%
+3.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.6% | +3.4% |
| 7D | -3.8% | -4.6% | +0.7% | -2.0% |
| 30D | -6.0% | +1.2% | -7.1% | -6.6% |
| 3M | +32.0% | +26.8% | +5.2% | +17.7% |
| 6M | +2.1% | +29.1% | -26.9% | -10.5% |
| YTD | -26.2% | +0.7% | -26.9% | -28.1% |
| 1Y | -41.2% | +39.1% | -80.2% | -50.9% |
| 3Y | +3.3% | +2.2% | +1.1% | -10.7% |
| 5Y | -40.7% | -44.0% | +3.3% | -32.3% |
| All | -40.7% | -44.3% | +3.6% | -32.3% |
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