-28.0%
JD vs ZS
+623.8%
-651.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +7.9% | -11.1% | +19.0% | +10.4% |
| 30D | +4.8% | -14.8% | +19.6% | +7.7% |
| 3M | -13.9% | +18.0% | -31.9% | -18.5% |
| 6M | -5.8% | +30.8% | -36.6% | -15.3% |
| YTD | +2.4% | -11.5% | +13.9% | -0.6% |
| 1Y | -7.5% | -37.8% | +30.3% | -2.4% |
| 3Y | +20.9% | +16.6% | +4.3% | +3.6% |
| 5Y | -58.0% | -43.6% | -14.5% | -59.7% |
| All | -28.0% | +623.8% | -651.8% | -62.5% |
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