+499.0%
ZS vs D
+41.1%
+457.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.9% |
| 7D | -16.9% | +3.0% | -19.9% | -17.1% |
| 30D | -7.4% | +11.5% | -18.9% | -8.3% |
| 3M | +21.6% | +3.7% | +17.8% | +21.2% |
| 6M | +42.4% | +13.5% | +28.8% | +40.6% |
| YTD | -12.1% | +20.7% | -32.8% | -13.8% |
| 1Y | -37.8% | +18.2% | -56.1% | -39.0% |
| 3Y | +20.9% | +73.3% | -52.4% | +12.0% |
| 5Y | -41.6% | +12.3% | -53.9% | -43.0% |
| All | +499.0% | +41.1% | +457.9% | +466.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling