Help with Sig Romeo x compact

Got a new 365 fuse comp. Love the gun. Bass pro had a sale on the compact red dot. Put it on and zeroed it at 15 yards using laser like I have always done. I’ve only used holosun in the past. But I’ve gone to the range twice this week and this thing will not hold zero. Everything is tight like it should be. After the first 50 rounds it all over the place. Any help?