-31.6%
ZS vs DAR
+63.3%
-94.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.5% |
| 7D | -12.3% | -5.7% | -6.6% | -12.8% |
| 30D | +11.2% | -16.6% | +27.8% | +9.0% |
| 3M | +37.5% | -13.1% | +50.6% | +34.6% |
| 6M | +57.8% | -18.8% | +76.6% | +52.6% |
| YTD | -0.2% | +45.3% | -45.5% | +3.4% |
| 1Y | -31.6% | +60.6% | -92.3% | -29.5% |
| All | -31.6% | +63.3% | -94.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling