+398.6%
ZS vs RJF
+209.4%
+189.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -3.1% | -2.7% | -0.4% | -2.0% |
| 30D | -7.2% | -4.3% | -2.9% | -5.5% |
| 3M | +30.5% | +15.7% | +14.7% | +23.0% |
| 6M | +7.0% | +17.8% | -10.8% | +0.6% |
| YTD | -26.8% | +9.2% | -36.0% | -29.3% |
| 1Y | -42.6% | +2.8% | -45.4% | -43.3% |
| 3Y | -0.3% | +69.5% | -69.8% | -19.2% |
| 5Y | -39.2% | +105.9% | -145.1% | -53.4% |
| All | +398.6% | +209.4% | +189.2% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling