-36.7%
ZS vs RL
+13.6%
-50.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.0% | -6.5% | -4.6% |
| 7D | -7.8% | -0.8% | -7.0% | -7.8% |
| 30D | +5.0% | -7.8% | +12.8% | +5.5% |
| 3M | +25.5% | -4.0% | +29.5% | +25.3% |
| 6M | +8.7% | -1.9% | +10.6% | +8.1% |
| YTD | -24.5% | -0.2% | -24.3% | -24.1% |
| 1Y | -36.7% | +10.7% | -47.4% | -38.3% |
| All | -36.7% | +13.6% | -50.3% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling