-36.7%
ZS vs RUN
-46.2%
+9.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -7.8% | +1.3% | -9.1% | -8.0% |
| 30D | +5.0% | -15.3% | +20.3% | +6.9% |
| 3M | +25.5% | -40.0% | +65.5% | +32.9% |
| 6M | +8.7% | -27.0% | +35.7% | +10.2% |
| YTD | -24.5% | -51.7% | +27.2% | -16.9% |
| 1Y | -36.7% | -45.9% | +9.2% | -31.3% |
| All | -36.7% | -46.2% | +9.5% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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