+0.7%
ZS vs URA
+121.0%
-120.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.1% | -7.8% | -5.2% |
| 7D | -9.2% | +8.1% | -17.3% | -10.6% |
| 30D | -4.0% | +5.8% | -9.8% | -5.1% |
| 3M | +25.3% | +3.4% | +21.9% | +24.1% |
| 6M | -1.3% | -2.6% | +1.3% | -2.3% |
| YTD | -28.0% | +11.2% | -39.2% | -32.0% |
| 1Y | -42.5% | +19.8% | -62.3% | -47.8% |
| 3Y | +0.7% | +121.5% | -120.7% | -24.0% |
| All | +0.7% | +121.0% | -120.3% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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