+20.9%
ZS vs RY
+155.6%
-134.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.4% |
| 7D | -16.9% | -0.9% | -16.0% | -16.4% |
| 30D | -7.4% | +5.9% | -13.3% | -9.7% |
| 3M | +21.6% | -4.3% | +25.8% | +24.2% |
| 6M | +42.4% | +12.1% | +30.3% | +33.0% |
| YTD | -12.1% | +20.3% | -32.4% | -21.6% |
| 1Y | -37.8% | +41.0% | -78.8% | -50.3% |
| 3Y | +20.9% | +157.5% | -136.6% | -29.4% |
| All | +20.9% | +155.6% | -134.7% | -29.4% |
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