+398.6%
ZS vs RSG
+269.5%
+129.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.4% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -7.2% | +4.0% | -11.2% | -8.5% |
| 3M | +30.5% | +7.4% | +23.1% | +26.9% |
| 6M | +7.0% | +0.1% | +6.9% | +6.6% |
| YTD | -26.8% | +6.0% | -32.9% | -28.8% |
| 1Y | -42.6% | -3.0% | -39.6% | -42.3% |
| 3Y | -0.3% | +56.5% | -56.8% | -16.8% |
| 5Y | -39.2% | +90.9% | -130.1% | -52.5% |
| All | +398.6% | +269.5% | +129.1% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling