-4.2%
JD vs ZS
+8.5%
-12.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.1% |
| 7D | -1.7% | -7.8% | +6.2% | -1.2% |
| 30D | -13.2% | +5.0% | -18.2% | -13.6% |
| 3M | -3.2% | +25.5% | -28.7% | -4.9% |
| 6M | +15.2% | +8.7% | +6.5% | +13.1% |
| YTD | +2.0% | -24.5% | +26.5% | +3.9% |
| 1Y | -5.4% | -36.7% | +31.3% | -1.5% |
| All | -4.2% | +8.5% | -12.7% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling