+485.5%
ZS vs ROP
+77.9%
+407.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -5.2% | -2.7% | -2.6% | -3.5% |
| 30D | -15.5% | +29.7% | -45.2% | -30.0% |
| 3M | +9.0% | +21.2% | -12.2% | -5.4% |
| 6M | +32.2% | +48.3% | -16.1% | -0.2% |
| YTD | -14.1% | +8.4% | -22.5% | -20.1% |
| 1Y | -39.1% | +6.0% | -45.1% | -42.5% |
| 3Y | +10.4% | -5.6% | +16.0% | +12.0% |
| 5Y | -44.6% | +1.3% | -45.9% | -46.4% |
| All | +485.5% | +77.9% | +407.6% | +317.6% |
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