+0.7%
ZS vs ROP
-18.5%
+19.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.8% | -2.5% |
| 7D | -9.2% | -5.4% | -3.8% | -5.3% |
| 30D | -4.0% | -1.6% | -2.4% | -2.6% |
| 3M | +25.3% | +18.8% | +6.4% | +9.4% |
| 6M | -1.3% | +8.2% | -9.5% | -7.2% |
| YTD | -28.0% | -10.5% | -17.5% | -23.3% |
| 1Y | -42.5% | -23.7% | -18.7% | -31.1% |
| 3Y | +0.7% | -17.9% | +18.6% | +3.4% |
| All | +0.7% | -18.5% | +19.2% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling