-40.7%
ZS vs RUN
-80.3%
+39.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.1% | +3.3% |
| 7D | -3.8% | -1.8% | -2.1% | -3.6% |
| 30D | -6.0% | -10.8% | +4.9% | -4.4% |
| 3M | +32.0% | -30.2% | +62.2% | +39.0% |
| 6M | +2.1% | -22.3% | +24.5% | +3.9% |
| YTD | -26.2% | -52.2% | +26.0% | -19.3% |
| 1Y | -41.2% | -45.1% | +3.9% | -38.1% |
| 3Y | +3.3% | -37.1% | +40.4% | -21.2% |
| 5Y | -40.7% | -80.3% | +39.5% | -40.8% |
| All | -40.7% | -80.3% | +39.5% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling