+131.0%
DLR vs ZS
+494.5%
-363.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -1.3% | -8.1% | +6.8% | -0.3% |
| 30D | -2.9% | -8.4% | +5.6% | -2.1% |
| 3M | +3.2% | +31.1% | -27.8% | -0.7% |
| 6M | +3.9% | +4.4% | -0.5% | +1.1% |
| YTD | +21.4% | -27.3% | +48.8% | +23.5% |
| 1Y | +9.7% | -41.4% | +51.0% | +14.5% |
| 3Y | +56.5% | +1.7% | +54.9% | +48.9% |
| 5Y | +41.5% | -39.6% | +81.1% | +36.0% |
| All | +131.0% | +494.5% | -363.5% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling