+390.7%
ZS vs D
+36.2%
+354.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.7% |
| 7D | -9.2% | +0.8% | -10.0% | -9.3% |
| 30D | -4.0% | -0.7% | -3.3% | -3.9% |
| 3M | +25.3% | +2.1% | +23.2% | +25.0% |
| 6M | -1.3% | +6.8% | -8.1% | -2.1% |
| YTD | -28.0% | +16.5% | -44.5% | -29.2% |
| 1Y | -42.5% | +19.2% | -61.6% | -43.7% |
| 3Y | +0.7% | +61.9% | -61.1% | -6.2% |
| 5Y | -42.3% | +6.5% | -48.8% | -43.4% |
| All | +390.7% | +36.2% | +354.6% | +365.1% |
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