-5.7%
DT vs ZS
-31.8%
+26.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -25.5% | -12.3% | -13.3% | -21.8% |
| 30D | -22.3% | +11.2% | -33.5% | -25.6% |
| 3M | +2.3% | +37.5% | -35.2% | -10.5% |
| 6M | +20.7% | +57.8% | -37.1% | -6.7% |
| YTD | +7.9% | -0.2% | +8.2% | -1.6% |
| 1Y | -5.7% | -31.6% | +25.9% | -8.9% |
| All | -5.7% | -31.8% | +26.1% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling