-98.3%
DFNS vs ZS
-41.0%
-57.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -5.7% |
| 7D | +4.6% | -3.8% | +8.5% | +6.3% |
| 30D | -73.9% | -6.0% | -67.9% | -73.0% |
| 3M | -71.7% | +32.0% | -103.7% | -74.3% |
| 6M | -94.6% | +2.1% | -96.7% | -95.3% |
| YTD | -98.1% | -26.2% | -71.9% | -98.0% |
| 1Y | -98.3% | -41.2% | -57.1% | -98.0% |
| All | -98.3% | -41.0% | -57.3% | -98.0% |
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