+119.8%
DUK vs ZS
+488.9%
-369.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +0.8% |
| 7D | +0.7% | -9.2% | +9.9% | +0.6% |
| 30D | -2.0% | -4.0% | +2.0% | -2.1% |
| 3M | +0.2% | +25.3% | -25.1% | +0.4% |
| 6M | -6.9% | -1.3% | -5.6% | -6.7% |
| YTD | +6.1% | -28.0% | +34.1% | +6.2% |
| 1Y | +4.4% | -42.5% | +46.9% | +4.4% |
| 3Y | +49.1% | +0.7% | +48.4% | +49.0% |
| 5Y | +39.6% | -42.3% | +81.9% | +38.8% |
| All | +119.8% | +488.9% | -369.1% | +111.4% |
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 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