+485.5%
ZS vs RRC
+271.1%
+214.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -5.2% | +2.5% | -7.8% | -5.5% |
| 30D | -15.5% | +21.1% | -36.6% | -17.5% |
| 3M | +9.0% | +28.4% | -19.4% | +5.5% |
| 6M | +32.2% | +26.5% | +5.7% | +28.3% |
| YTD | -14.1% | +47.0% | -61.1% | -18.3% |
| 1Y | -39.1% | +35.2% | -74.3% | -41.6% |
| 3Y | +10.4% | +61.0% | -50.6% | +3.1% |
| 5Y | -44.6% | +133.6% | -178.3% | -50.7% |
| All | +485.5% | +271.1% | +214.4% | +408.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling