+240.4%
DHI vs ZS
+494.5%
-254.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | -6.1% | -8.1% | +1.9% | -5.1% |
| 30D | -10.1% | -8.4% | -1.7% | -9.2% |
| 3M | -7.3% | +31.1% | -38.4% | -11.0% |
| 6M | -6.1% | +4.4% | -10.5% | -8.9% |
| YTD | -5.0% | -27.3% | +22.3% | -3.4% |
| 1Y | -22.1% | -41.4% | +19.3% | -18.4% |
| 3Y | +19.2% | +1.7% | +17.5% | +11.5% |
| 5Y | +59.4% | -39.6% | +99.0% | +52.5% |
| All | +240.4% | +494.5% | -254.1% | +153.0% |
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 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