-31.6%
ZS vs RY
+46.4%
-78.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.2% |
| 7D | -12.3% | +2.5% | -14.7% | -12.1% |
| 30D | +11.2% | +8.4% | +2.8% | +11.6% |
| 3M | +37.5% | +1.2% | +36.3% | +37.7% |
| 6M | +57.8% | +19.4% | +38.5% | +57.0% |
| YTD | -0.2% | +25.4% | -25.6% | -1.9% |
| 1Y | -31.6% | +46.7% | -78.3% | -41.2% |
| All | -31.6% | +46.4% | -78.0% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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