+115.6%
DT vs ZS
+92.7%
+22.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.3% |
| 7D | -2.5% | -8.1% | +5.5% | +0.9% |
| 30D | +3.5% | -8.4% | +12.0% | +7.0% |
| 3M | +26.7% | +31.1% | -4.4% | +12.1% |
| 6M | +36.1% | +4.4% | +31.8% | +27.2% |
| YTD | +18.6% | -27.3% | +46.0% | +28.6% |
| 1Y | +7.9% | -41.4% | +49.3% | +27.0% |
| 3Y | +8.6% | +1.7% | +6.9% | -4.1% |
| 5Y | -26.7% | -39.6% | +12.9% | -25.6% |
| All | +115.6% | +92.7% | +22.9% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling