+8.6%
DIS vs ZS
+517.5%
-508.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.1% |
| 7D | -2.6% | -7.8% | +5.3% | -1.6% |
| 30D | +3.5% | +5.0% | -1.6% | +2.5% |
| 3M | +6.8% | +25.5% | -18.7% | +3.1% |
| 6M | +3.0% | +8.7% | -5.7% | -0.6% |
| YTD | -6.7% | -24.5% | +17.8% | -5.5% |
| 1Y | -10.1% | -36.7% | +26.6% | -6.8% |
| 3Y | +33.0% | +7.2% | +25.8% | +25.0% |
| 5Y | -40.0% | -40.9% | +0.9% | -42.5% |
| All | +8.6% | +517.5% | -508.9% | -20.8% |
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