+390.7%
ZS vs RNG
+2.7%
+388.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.3% | -2.6% |
| 7D | -9.2% | -0.8% | -8.4% | -8.9% |
| 30D | -4.0% | +11.4% | -15.4% | -8.7% |
| 3M | +25.3% | +72.1% | -46.8% | -5.1% |
| 6M | -1.3% | +67.9% | -69.2% | -24.4% |
| YTD | -28.0% | +144.3% | -172.3% | -56.2% |
| 1Y | -42.5% | +117.5% | -160.0% | -63.3% |
| 3Y | +0.7% | +123.9% | -123.2% | -42.4% |
| 5Y | -42.3% | -70.1% | +27.8% | -18.1% |
| All | +390.7% | +2.7% | +388.0% | +236.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling