-1.0%
ZS vs ROKU
+82.2%
-83.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -8.1% | -2.6% | -5.4% | -7.4% |
| 30D | -8.4% | +2.1% | -10.6% | -9.0% |
| 3M | +31.1% | +31.8% | -0.7% | +21.0% |
| 6M | +4.4% | +53.3% | -48.9% | -8.6% |
| YTD | -27.3% | +42.1% | -69.4% | -35.3% |
| 1Y | -41.4% | +62.3% | -103.7% | -49.9% |
| All | -1.0% | +82.2% | -83.2% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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