-36.7%
ZS vs RRX
+14.9%
-51.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -7.8% | +3.4% | -11.3% | -7.3% |
| 30D | +5.0% | -11.1% | +16.2% | +2.9% |
| 3M | +25.5% | -23.7% | +49.3% | +20.6% |
| 6M | +8.7% | -22.0% | +30.7% | +5.6% |
| YTD | -24.5% | +16.5% | -41.0% | -28.0% |
| 1Y | -36.7% | +11.5% | -48.2% | -37.7% |
| All | -36.7% | +14.9% | -51.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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