-40.7%
ZS vs RY
+41.3%
-82.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -13.4% | -0.6% | -12.8% | -13.1% |
| 30D | -16.6% | +6.1% | -22.7% | -15.9% |
| 3M | +10.3% | -3.4% | +13.7% | +10.7% |
| 6M | +28.1% | +12.8% | +15.3% | +28.2% |
| YTD | -13.3% | +21.0% | -34.4% | -14.2% |
| 1Y | -40.7% | +40.5% | -81.2% | -47.8% |
| All | -40.7% | +41.3% | -82.1% | -47.8% |
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