-41.2%
ZS vs RL
+9.8%
-51.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +2.8% |
| 7D | -3.8% | -0.3% | -3.6% | -3.9% |
| 30D | -6.0% | -17.5% | +11.5% | -4.8% |
| 3M | +32.0% | -14.0% | +46.0% | +33.1% |
| 6M | +2.1% | -2.0% | +4.1% | -0.4% |
| YTD | -26.2% | -4.6% | -21.6% | -25.7% |
| 1Y | -41.2% | +9.5% | -50.7% | -44.2% |
| All | -41.2% | +9.8% | -51.0% | -44.2% |
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