+136.7%
DHR vs ZS
+488.9%
-352.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -0.5% |
| 7D | -0.8% | -9.2% | +8.4% | +0.5% |
| 30D | +0.2% | -4.0% | +4.2% | +0.6% |
| 3M | +12.1% | +25.3% | -13.2% | +8.0% |
| 6M | +5.4% | -1.3% | +6.7% | +3.1% |
| YTD | -10.0% | -28.0% | +18.0% | -8.0% |
| 1Y | +4.1% | -42.5% | +46.6% | +9.7% |
| 3Y | -5.2% | +0.7% | -5.9% | -10.4% |
| 5Y | -28.2% | -42.3% | +14.1% | -30.5% |
| All | +136.7% | +488.9% | -352.1% | +71.6% |
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