-40.0%
ZS vs RY
+140.8%
-180.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.0% |
| 7D | -7.8% | +3.1% | -10.9% | -10.0% |
| 30D | +5.0% | -0.3% | +5.4% | +5.1% |
| 3M | +25.5% | +8.7% | +16.9% | +16.8% |
| 6M | +8.7% | +28.5% | -19.8% | -12.6% |
| YTD | -24.5% | +25.1% | -49.6% | -38.0% |
| 1Y | -36.7% | +46.3% | -83.0% | -54.9% |
| 3Y | +7.2% | +154.9% | -147.7% | -55.7% |
| All | -40.0% | +140.8% | -180.7% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling