-51.1%
DOCS vs ZS
-38.9%
-12.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.2% | +4.9% | -0.6% |
| 7D | -1.3% | -17.7% | +16.4% | +6.6% |
| 30D | +19.4% | -3.9% | +23.3% | +20.4% |
| 3M | +53.4% | +26.1% | +27.3% | +36.4% |
| 6M | +28.8% | +44.2% | -15.5% | +1.5% |
| YTD | -25.1% | -9.4% | -15.7% | -28.1% |
| 1Y | -48.1% | -37.1% | -11.1% | -41.6% |
| 3Y | +51.4% | +24.0% | +27.3% | +14.7% |
| 5Y | -51.1% | -39.8% | -11.3% | -50.3% |
| All | -51.1% | -38.9% | -12.1% | -50.3% |
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 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