-42.5%
ZS vs RY
+45.9%
-88.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.6% |
| 7D | -9.2% | +2.7% | -11.9% | -9.2% |
| 30D | -4.0% | -1.0% | -3.0% | -3.8% |
| 3M | +25.3% | +7.6% | +17.6% | +24.4% |
| 6M | -1.3% | +29.5% | -30.8% | -5.3% |
| YTD | -28.0% | +24.2% | -52.2% | -29.8% |
| 1Y | -42.5% | +46.4% | -88.9% | -48.3% |
| All | -42.5% | +45.9% | -88.4% | -48.3% |
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