+403.3%
ZS vs RSG
+269.1%
+134.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -6.0% | +3.7% | -9.6% | -7.2% |
| 3M | +32.0% | +6.2% | +25.8% | +28.9% |
| 6M | +2.1% | -2.8% | +4.9% | +2.9% |
| YTD | -26.2% | +5.9% | -32.0% | -28.1% |
| 1Y | -41.2% | -1.8% | -39.4% | -41.1% |
| 3Y | +3.3% | +57.5% | -54.2% | -14.0% |
| 5Y | -40.7% | +91.1% | -131.8% | -53.7% |
| All | +403.3% | +269.1% | +134.2% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling