-39.6%
ZS vs RNG
-70.1%
+30.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -8.1% | -9.6% | +1.5% | -3.8% |
| 30D | -8.4% | +8.8% | -17.3% | -11.7% |
| 3M | +31.1% | +78.6% | -47.6% | -0.6% |
| 6M | +4.4% | +70.3% | -65.9% | -19.2% |
| YTD | -27.3% | +140.3% | -167.7% | -53.8% |
| 1Y | -41.4% | +126.6% | -168.0% | -62.1% |
| 3Y | +1.7% | +120.2% | -118.5% | -39.1% |
| 5Y | -39.6% | -68.3% | +28.7% | -24.9% |
| All | -39.6% | -70.1% | +30.5% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 5y: compounded portfolio wealth divided by compounded RNG 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…
5y analysis · Full analysis span regression · 6 months rolling