+125.8%
DLR vs ZS
+599.9%
-474.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.9% |
| 7D | +3.3% | -2.6% | +5.9% | +3.6% |
| 30D | +4.6% | -12.8% | +17.4% | +6.1% |
| 3M | -8.3% | +2.3% | -10.6% | -9.1% |
| 6M | -5.6% | +26.3% | -31.9% | -10.2% |
| YTD | +18.7% | -14.4% | +33.1% | +17.9% |
| 1Y | +17.1% | -37.6% | +54.7% | +21.3% |
| 3Y | +54.4% | +8.0% | +46.3% | +45.5% |
| 5Y | +36.5% | -44.9% | +81.3% | +31.1% |
| All | +125.8% | +599.9% | -474.0% | +71.1% |
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 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