+403.3%
ZS vs RL
+262.7%
+140.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.5% |
| 7D | -3.8% | -0.3% | -3.6% | -3.8% |
| 30D | -6.0% | -17.5% | +11.5% | -1.2% |
| 3M | +32.0% | -14.0% | +46.0% | +36.7% |
| 6M | +2.1% | -2.0% | +4.1% | +0.9% |
| YTD | -26.2% | -4.6% | -21.6% | -26.4% |
| 1Y | -41.2% | +9.5% | -50.7% | -43.8% |
| 3Y | +3.3% | +200.5% | -197.2% | -26.1% |
| 5Y | -40.7% | +226.3% | -267.0% | -59.0% |
| All | +403.3% | +262.7% | +140.6% | +252.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling