-36.7%
ZS vs ROP
-21.5%
-15.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -2.3% |
| 7D | -7.8% | -4.4% | -3.4% | -5.1% |
| 30D | +5.0% | +3.2% | +1.8% | +3.3% |
| 3M | +25.5% | +23.1% | +2.5% | +9.8% |
| 6M | +8.7% | +13.3% | -4.6% | -1.4% |
| YTD | -24.5% | -7.9% | -16.7% | -31.3% |
| 1Y | -36.7% | -22.1% | -14.6% | -41.4% |
| All | -36.7% | -21.5% | -15.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling