+390.7%
ZS vs RJF
+214.9%
+175.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.2% |
| 7D | -9.2% | +1.8% | -11.0% | -9.8% |
| 30D | -4.0% | 0.0% | -4.0% | -3.9% |
| 3M | +25.3% | +18.0% | +7.3% | +17.2% |
| 6M | -1.3% | +17.0% | -18.3% | -7.0% |
| YTD | -28.0% | +11.1% | -39.1% | -30.9% |
| 1Y | -42.5% | +8.0% | -50.5% | -44.3% |
| 3Y | +0.7% | +73.3% | -72.6% | -19.0% |
| 5Y | -42.3% | +107.4% | -149.7% | -56.0% |
| All | +390.7% | +214.9% | +175.8% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling