+32.3%
DLR vs ZS
-45.5%
+77.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +3.3% | -2.6% | +5.9% | +3.7% |
| 30D | +4.6% | -12.8% | +17.4% | +6.4% |
| 3M | -8.3% | +2.3% | -10.6% | -9.2% |
| 6M | -5.6% | +26.3% | -31.9% | -11.2% |
| YTD | +18.7% | -14.4% | +33.1% | +18.4% |
| 1Y | +17.1% | -37.6% | +54.7% | +23.6% |
| 3Y | +54.4% | +8.0% | +46.3% | +42.6% |
| All | +32.3% | -45.5% | +77.8% | +25.0% |
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