+390.7%
ZS vs ROKU
+331.5%
+59.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | -9.2% | -0.1% | -9.1% | -9.2% |
| 30D | -4.0% | +1.5% | -5.5% | -4.5% |
| 3M | +25.3% | +25.7% | -0.4% | +15.5% |
| 6M | -1.3% | +54.5% | -55.8% | -15.9% |
| YTD | -28.0% | +43.2% | -71.2% | -37.3% |
| 1Y | -42.5% | +56.3% | -98.8% | -51.7% |
| 3Y | +0.7% | +86.1% | -85.4% | -27.4% |
| 5Y | -42.3% | -53.6% | +11.3% | -43.7% |
| All | +390.7% | +331.5% | +59.2% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling