+499.0%
ZS vs URA
+218.0%
+281.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.4% | -7.4% | -4.6% |
| 7D | -16.9% | -4.1% | -12.8% | -15.6% |
| 30D | -7.4% | -19.0% | +11.6% | -0.5% |
| 3M | +21.6% | -25.1% | +46.7% | +33.3% |
| 6M | +42.4% | -44.5% | +86.9% | +71.4% |
| YTD | -12.1% | -24.3% | +12.2% | -8.8% |
| 1Y | -37.8% | -28.1% | -9.7% | -34.5% |
| 3Y | +20.9% | +40.7% | -19.8% | -10.8% |
| 5Y | -41.6% | +35.5% | -77.1% | -58.2% |
| All | +499.0% | +218.0% | +281.0% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling