-29.8%
DHR vs ZS
-43.4%
+13.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.9% |
| 7D | -5.0% | -8.1% | +3.1% | -3.8% |
| 30D | -3.3% | -8.4% | +5.1% | -2.3% |
| 3M | +9.4% | +31.1% | -21.6% | +4.3% |
| 6M | +3.2% | +4.4% | -1.2% | -0.3% |
| YTD | -12.0% | -27.3% | +15.3% | -9.8% |
| 1Y | +4.9% | -41.4% | +46.3% | +11.4% |
| 3Y | -7.4% | +1.7% | -9.0% | -14.0% |
| 5Y | -29.8% | -39.6% | +9.8% | -36.0% |
| All | -29.8% | -43.4% | +13.7% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling