-42.6%
ZS vs RUN
-47.1%
+4.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.7% |
| 7D | -3.1% | -3.7% | +0.6% | -2.7% |
| 30D | -7.2% | -13.0% | +5.8% | -5.7% |
| 3M | +30.5% | -31.8% | +62.3% | +36.1% |
| 6M | +7.0% | -32.2% | +39.2% | +9.8% |
| YTD | -26.8% | -53.5% | +26.6% | -18.8% |
| 1Y | -42.6% | -46.5% | +3.9% | -38.2% |
| All | -42.6% | -47.1% | +4.5% | -38.2% |
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