+403.3%
ZS vs RRX
+150.8%
+252.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.3% |
| 7D | -3.8% | -0.7% | -3.1% | -3.7% |
| 30D | -6.0% | -8.0% | +2.0% | -3.9% |
| 3M | +32.0% | -25.1% | +57.0% | +40.6% |
| 6M | +2.1% | -18.3% | +20.4% | +3.0% |
| YTD | -26.2% | +14.2% | -40.3% | -35.6% |
| 1Y | -41.2% | +13.0% | -54.2% | -48.9% |
| 3Y | +3.3% | +4.2% | -0.9% | -12.0% |
| 5Y | -40.7% | +17.9% | -58.6% | -52.0% |
| All | +403.3% | +150.8% | +252.5% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling