+503.2%
ZS vs D
+40.3%
+462.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -11.1% | +0.8% | -11.8% | -11.1% |
| 30D | -14.8% | +10.7% | -25.5% | -15.5% |
| 3M | +18.0% | +2.3% | +15.7% | +17.8% |
| 6M | +30.8% | +12.5% | +18.3% | +29.3% |
| YTD | -11.5% | +20.1% | -31.6% | -13.2% |
| 1Y | -37.8% | +15.6% | -53.4% | -38.8% |
| 3Y | +16.6% | +75.2% | -58.6% | +7.8% |
| 5Y | -43.6% | +14.6% | -58.1% | -45.0% |
| All | +503.2% | +40.3% | +462.8% | +470.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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