-29.2%
JD vs ZS
+599.9%
-629.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -4.1% | -2.6% | -1.5% | -3.6% |
| 30D | +4.6% | -12.8% | +17.4% | +7.0% |
| 3M | -4.7% | +2.3% | -7.0% | -6.8% |
| 6M | -17.4% | +26.3% | -43.6% | -25.2% |
| YTD | +0.7% | -14.4% | +15.1% | -1.6% |
| 1Y | -5.9% | -37.6% | +31.8% | -0.8% |
| 3Y | +18.9% | +8.0% | +10.8% | +3.8% |
| 5Y | -62.9% | -44.9% | -18.1% | -64.3% |
| All | -29.2% | +599.9% | -629.1% | -62.9% |
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 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