+150.8%
DIA vs ZS
+517.5%
-366.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | -0.1% |
| 7D | -0.2% | -7.8% | +7.6% | +0.6% |
| 30D | -1.5% | +5.0% | -6.6% | -2.2% |
| 3M | +3.8% | +25.5% | -21.8% | +1.1% |
| 6M | +10.3% | +8.7% | +1.6% | +7.6% |
| YTD | +12.1% | -24.5% | +36.6% | +13.3% |
| 1Y | +18.6% | -36.7% | +55.3% | +21.9% |
| 3Y | +60.6% | +7.2% | +53.4% | +53.9% |
| 5Y | +64.4% | -40.9% | +105.3% | +60.3% |
| All | +150.8% | +517.5% | -366.6% | +83.7% |
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