+40.9%
DUK vs ZS
-38.5%
+79.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.1% |
| 7D | -0.7% | -3.1% | +2.4% | -0.7% |
| 30D | -2.4% | -7.2% | +4.8% | -2.5% |
| 3M | -3.0% | +30.5% | -33.5% | -2.5% |
| 6M | -6.6% | +7.0% | -13.5% | -6.1% |
| YTD | +4.6% | -26.8% | +31.4% | +4.6% |
| 1Y | +1.2% | -42.6% | +43.8% | +1.1% |
| 3Y | +45.7% | -0.3% | +46.0% | +45.5% |
| All | +40.9% | -38.5% | +79.5% | +37.3% |
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