+403.3%
ZS vs RRC
+200.3%
+203.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.6% |
| 7D | -3.8% | -1.7% | -2.1% | -3.6% |
| 30D | -6.0% | +3.6% | -9.6% | -6.4% |
| 3M | +32.0% | +8.8% | +23.2% | +30.5% |
| 6M | +2.1% | +0.8% | +1.4% | +1.9% |
| YTD | -26.2% | +19.0% | -45.1% | -27.8% |
| 1Y | -41.2% | +22.9% | -64.1% | -42.8% |
| 3Y | +3.3% | +32.3% | -29.0% | -1.2% |
| 5Y | -40.7% | +151.6% | -192.3% | -46.8% |
| All | +403.3% | +200.3% | +203.1% | +349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling