+42.1%
DLR vs ZS
-40.8%
+82.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.6% |
| 7D | +2.9% | -3.8% | +6.7% | +3.4% |
| 30D | -1.2% | -6.0% | +4.8% | -0.6% |
| 3M | +2.9% | +32.0% | -29.1% | -1.9% |
| 6M | +6.7% | +2.1% | +4.5% | +3.5% |
| YTD | +23.9% | -26.2% | +50.0% | +26.6% |
| 1Y | +18.6% | -41.2% | +59.8% | +26.1% |
| 3Y | +59.7% | +3.3% | +56.4% | +48.1% |
| 5Y | +42.1% | -40.7% | +82.8% | +31.2% |
| All | +42.1% | -40.8% | +82.8% | +31.2% |
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 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