+483.2%
ZS vs RL
+318.7%
+164.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -2.6% | +2.6% | -5.2% | -3.3% |
| 30D | -12.8% | +2.9% | -15.8% | -13.5% |
| 3M | +2.3% | 0.0% | +2.3% | +2.1% |
| 6M | +26.3% | +17.1% | +9.2% | +19.8% |
| YTD | -14.4% | +10.1% | -24.6% | -18.0% |
| 1Y | -37.6% | +17.3% | -54.9% | -41.4% |
| 3Y | +8.0% | +249.3% | -241.3% | -25.9% |
| 5Y | -44.9% | +240.9% | -285.8% | -63.0% |
| All | +483.2% | +318.7% | +164.6% | +293.0% |
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