+20.9%
ZS vs RL
+240.1%
-219.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.7% |
| 7D | -16.9% | -4.2% | -12.7% | -15.8% |
| 30D | -7.4% | +4.3% | -11.7% | -8.4% |
| 3M | +21.6% | -4.6% | +26.2% | +23.1% |
| 6M | +42.4% | +1.7% | +40.7% | +40.5% |
| YTD | -12.1% | +7.3% | -19.5% | -15.5% |
| 1Y | -37.8% | +20.8% | -58.6% | -43.1% |
| 3Y | +20.9% | +247.0% | -226.0% | -20.1% |
| All | +20.9% | +240.1% | -219.1% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling