+8.0%
ZS vs RUN
-7.3%
+15.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -2.6% | -13.5% | +10.9% | -2.0% |
| 30D | -12.8% | +18.3% | -31.1% | -13.8% |
| 3M | +2.3% | -12.5% | +14.8% | +2.7% |
| 6M | +26.3% | -40.3% | +66.6% | +29.1% |
| YTD | -14.4% | -53.1% | +38.7% | -11.4% |
| 1Y | -37.6% | -54.3% | +16.6% | -35.4% |
| 3Y | +8.0% | -6.5% | +14.5% | -2.8% |
| All | +8.0% | -7.3% | +15.3% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling