+403.3%
ZS vs TROW
+28.8%
+374.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.5% |
| 7D | -3.8% | -1.5% | -2.3% | -2.9% |
| 30D | -6.0% | -5.3% | -0.7% | -2.7% |
| 3M | +32.0% | +2.9% | +29.0% | +28.9% |
| 6M | +2.1% | +22.2% | -20.1% | -11.3% |
| YTD | -26.2% | +8.1% | -34.2% | -30.6% |
| 1Y | -41.2% | +5.8% | -47.0% | -44.3% |
| 3Y | +3.3% | +14.0% | -10.7% | -9.2% |
| 5Y | -40.7% | -38.3% | -2.5% | -27.1% |
| All | +403.3% | +28.8% | +374.5% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 all: compounded portfolio wealth divided by compounded TROW 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…
all analysis · Full analysis span regression · 6 months rolling