+390.7%
ZS vs RY
+262.7%
+128.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.2% |
| 7D | -9.2% | +2.7% | -11.9% | -10.4% |
| 30D | -4.0% | -1.0% | -3.0% | -3.6% |
| 3M | +25.3% | +7.6% | +17.6% | +20.2% |
| 6M | -1.3% | +29.5% | -30.8% | -14.5% |
| YTD | -28.0% | +24.2% | -52.2% | -36.3% |
| 1Y | -42.5% | +46.4% | -88.9% | -53.5% |
| 3Y | +0.7% | +159.4% | -158.7% | -40.2% |
| 5Y | -42.3% | +141.8% | -184.1% | -64.1% |
| All | +390.7% | +262.7% | +128.0% | +175.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling