+414.5%
ZS vs ROP
+51.3%
+363.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -2.0% |
| 7D | -7.8% | -4.4% | -3.4% | -4.8% |
| 30D | +5.0% | +3.2% | +1.8% | +2.9% |
| 3M | +25.5% | +23.1% | +2.5% | +7.9% |
| 6M | +8.7% | +13.3% | -4.6% | 0.0% |
| YTD | -24.5% | -7.9% | -16.7% | -20.8% |
| 1Y | -36.7% | -22.1% | -14.6% | -25.9% |
| 3Y | +7.2% | -16.8% | +24.0% | +20.0% |
| 5Y | -40.9% | -13.5% | -27.4% | -35.6% |
| All | +414.5% | +51.3% | +363.3% | +314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling