+395.4%
ZS vs ROP
+44.3%
+351.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -8.1% | -8.0% | -0.1% | -2.5% |
| 30D | -8.4% | -2.7% | -5.7% | -6.6% |
| 3M | +31.1% | +16.6% | +14.5% | +17.0% |
| 6M | +4.4% | +10.4% | -6.0% | -2.2% |
| YTD | -27.3% | -12.1% | -15.2% | -21.2% |
| 1Y | -41.4% | -23.6% | -17.7% | -30.4% |
| 3Y | +1.7% | -19.3% | +21.0% | +16.4% |
| 5Y | -39.6% | -15.4% | -24.2% | -32.8% |
| All | +395.4% | +44.3% | +351.1% | +312.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling