+8.7%
ZS vs D
+7.2%
+1.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.6% |
| 7D | -7.8% | +1.5% | -9.3% | -7.5% |
| 30D | +5.0% | -2.6% | +7.6% | +4.4% |
| 3M | +25.5% | 0.0% | +25.5% | +25.5% |
| 6M | +8.7% | +7.4% | +1.3% | +6.2% |
| All | +8.7% | +7.2% | +1.5% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling