-73.2%
DOCS vs ZS
-42.1%
-31.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -0.9% |
| 7D | -1.4% | -7.8% | +6.4% | +1.9% |
| 30D | +21.8% | +5.0% | +16.8% | +19.0% |
| 3M | +27.3% | +25.5% | +1.8% | +14.8% |
| 6M | -0.3% | +8.7% | -9.0% | -10.5% |
| YTD | -40.5% | -24.5% | -16.0% | -37.3% |
| 1Y | -61.5% | -36.7% | -24.8% | -56.6% |
| 3Y | +8.2% | +7.2% | +1.0% | -12.3% |
| All | -73.2% | -42.1% | -31.0% | -75.7% |
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