-0.3%
ZS vs RRX
+5.4%
-5.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | +0.2% |
| 7D | -3.1% | -0.3% | -2.7% | -3.1% |
| 30D | -7.2% | -6.1% | -1.1% | -6.5% |
| 3M | +30.5% | -23.1% | +53.5% | +34.0% |
| 6M | +7.0% | -19.5% | +26.5% | +7.2% |
| YTD | -26.8% | +16.1% | -42.9% | -35.5% |
| 1Y | -42.6% | +12.9% | -55.5% | -49.2% |
| 3Y | -0.3% | +7.9% | -8.2% | -7.4% |
| All | -0.3% | +5.4% | -5.7% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling