-50.3%
DOCS vs ZS
-22.9%
-27.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.9% |
| 6M | -0.3% | +8.7% | -9.0% | -10.4% |
| 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% | -12.0% |
| 5Y | -73.4% | -40.9% | -32.5% | -74.3% |
| All | -50.3% | -22.9% | -27.4% | -44.7% |
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 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