-38.6%
ZS vs ROKU
-52.4%
+13.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -7.2% | +2.1% | -9.3% | -8.0% |
| 3M | +30.5% | +29.5% | +1.0% | +18.1% |
| 6M | +7.0% | +53.8% | -46.8% | -10.2% |
| YTD | -26.8% | +42.8% | -69.7% | -37.2% |
| 1Y | -42.6% | +60.7% | -103.3% | -53.1% |
| 3Y | -0.3% | +83.9% | -84.2% | -30.8% |
| All | -38.6% | -52.4% | +13.9% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling