-36.7%
ZS vs RRC
+23.4%
-60.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.4% |
| 7D | -7.8% | +1.3% | -9.1% | -8.0% |
| 30D | +5.0% | +10.1% | -5.1% | +3.4% |
| 3M | +25.5% | +4.0% | +21.5% | +24.1% |
| 6M | +8.7% | +1.6% | +7.1% | +6.9% |
| YTD | -24.5% | +19.7% | -44.2% | -26.4% |
| 1Y | -36.7% | +21.4% | -58.1% | -36.5% |
| All | -36.7% | +23.4% | -60.1% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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