-36.7%
ZS vs DBX
+20.4%
-57.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.4% | -2.1% | -2.7% |
| 7D | -7.8% | -2.4% | -5.4% | -6.1% |
| 30D | +5.0% | -0.5% | +5.5% | +5.4% |
| 3M | +25.5% | +28.1% | -2.5% | +4.9% |
| 6M | +8.7% | +33.1% | -24.4% | -12.5% |
| YTD | -24.5% | +25.3% | -49.8% | -38.4% |
| 1Y | -36.7% | +18.3% | -55.0% | -47.4% |
| All | -36.7% | +20.4% | -57.1% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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