-41.1%
DIS vs ZS
-42.1%
+1.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.0% |
| 7D | -2.6% | -7.8% | +5.3% | -1.3% |
| 30D | +3.5% | +5.0% | -1.6% | +2.2% |
| 3M | +6.8% | +25.5% | -18.7% | +1.9% |
| 6M | +3.0% | +8.7% | -5.7% | -1.9% |
| YTD | -6.7% | -24.5% | +17.8% | -4.8% |
| 1Y | -10.1% | -36.7% | +26.6% | -5.3% |
| 3Y | +33.0% | +7.2% | +25.8% | +20.3% |
| All | -41.1% | -42.1% | +1.1% | -46.0% |
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