-39.5%
DT vs ZS
-44.3%
+4.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +2.7% | -5.2% | +8.0% | +5.1% |
| 30D | -30.4% | -15.5% | -14.9% | -25.5% |
| 3M | -9.4% | +9.0% | -18.4% | -14.1% |
| 6M | +14.5% | +32.2% | -17.7% | -4.7% |
| YTD | +3.6% | -14.1% | +17.7% | +3.3% |
| 1Y | -3.4% | -39.1% | +35.6% | +11.1% |
| 3Y | -11.1% | +10.4% | -21.5% | -25.5% |
| 5Y | -39.5% | -44.6% | +5.2% | -36.9% |
| All | -39.5% | -44.3% | +4.8% | -36.9% |
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 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