+5.5%
ZS vs RY
+159.8%
-154.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | -7.8% | +3.1% | -10.9% | -9.2% |
| 30D | +5.0% | -0.3% | +5.4% | +5.1% |
| 3M | +25.5% | +8.7% | +16.9% | +19.6% |
| 6M | +8.7% | +28.5% | -19.8% | -6.4% |
| YTD | -24.5% | +25.1% | -49.6% | -33.9% |
| 1Y | -36.7% | +46.3% | -83.0% | -50.2% |
| All | +5.5% | +159.8% | -154.3% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling