+134.8%
DLR vs ZS
+517.5%
-382.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.8% |
| 7D | +1.6% | -7.8% | +9.4% | +2.5% |
| 30D | -3.4% | +5.0% | -8.4% | -4.1% |
| 3M | +0.5% | +25.5% | -25.0% | -2.7% |
| 6M | +4.6% | +8.7% | -4.1% | +1.2% |
| YTD | +23.4% | -24.5% | +47.9% | +24.9% |
| 1Y | +19.0% | -36.7% | +55.7% | +23.1% |
| 3Y | +56.5% | +7.2% | +49.3% | +48.0% |
| 5Y | +33.3% | -40.9% | +74.2% | +28.3% |
| All | +134.8% | +517.5% | -382.7% | +81.3% |
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