-99.6%
DFNS vs ZS
-31.8%
-67.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -0.3% | -18.0% | -18.2% |
| 7D | -27.7% | -12.3% | -15.4% | -24.7% |
| 30D | -58.0% | +11.2% | -69.2% | -59.8% |
| 3M | -94.0% | +37.5% | -131.5% | -94.7% |
| 6M | -94.6% | +57.8% | -152.4% | -96.1% |
| YTD | -99.4% | -0.2% | -99.2% | -99.5% |
| 1Y | -99.6% | -31.6% | -68.0% | -99.5% |
| All | -99.6% | -31.8% | -67.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling