+58.3%
DLR vs ZS
+2.4%
+55.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.4% |
| 7D | +2.9% | -3.8% | +6.7% | +3.2% |
| 30D | -1.2% | -6.0% | +4.8% | -0.8% |
| 3M | +2.9% | +32.0% | -29.1% | -0.1% |
| 6M | +6.7% | +2.1% | +4.5% | +4.9% |
| YTD | +23.9% | -26.2% | +50.0% | +28.2% |
| 1Y | +18.6% | -41.2% | +59.8% | +27.6% |
| All | +58.3% | +2.4% | +55.9% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling