-99.9%
DFNS vs ZS
+34.1%
-134.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.2% |
| 7D | -16.0% | -7.8% | -8.2% | -16.6% |
| 30D | -77.7% | +5.0% | -82.7% | -77.6% |
| 3M | -77.2% | +25.5% | -102.7% | -76.5% |
| 6M | -95.2% | +8.7% | -103.9% | -95.1% |
| YTD | -98.0% | -24.5% | -73.5% | -98.1% |
| 1Y | -98.3% | -36.7% | -61.6% | -98.4% |
| 3Y | -99.9% | +7.2% | -107.1% | -99.9% |
| 5Y | -99.9% | -40.9% | -58.9% | -99.9% |
| All | -99.9% | +34.1% | -134.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling