+0.7%
ZS vs RRC
+32.7%
-32.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.4% | -4.6% |
| 7D | -9.2% | -1.2% | -8.0% | -9.0% |
| 30D | -4.0% | +9.4% | -13.4% | -5.8% |
| 3M | +25.3% | +7.4% | +17.9% | +23.2% |
| 6M | -1.3% | +1.5% | -2.8% | -2.0% |
| YTD | -28.0% | +19.4% | -47.4% | -30.9% |
| 1Y | -42.5% | +24.2% | -66.7% | -45.6% |
| 3Y | +0.7% | +32.8% | -32.1% | -3.5% |
| All | +0.7% | +32.7% | -32.0% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling