+483.2%
ZS vs RUN
+14.0%
+469.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -2.6% | -13.5% | +10.9% | -0.2% |
| 30D | -12.8% | +18.3% | -31.1% | -16.3% |
| 3M | +2.3% | -12.5% | +14.8% | +3.1% |
| 6M | +26.3% | -40.3% | +66.6% | +34.7% |
| YTD | -14.4% | -53.1% | +38.7% | -6.8% |
| 1Y | -37.6% | -54.3% | +16.6% | -32.1% |
| 3Y | +8.0% | -6.5% | +14.5% | -24.8% |
| 5Y | -44.9% | -85.3% | +40.4% | -44.1% |
| All | +483.2% | +14.0% | +469.2% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling