+455.5%
ZS vs DBX
+20.9%
+434.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.3% |
| 7D | -8.1% | -1.8% | -6.2% | -7.0% |
| 30D | -8.4% | +2.8% | -11.3% | -9.8% |
| 3M | +31.1% | +26.8% | +4.3% | +14.6% |
| 6M | +4.4% | +32.8% | -28.4% | -10.8% |
| YTD | -27.3% | +26.1% | -53.4% | -36.0% |
| 1Y | -41.4% | +14.1% | -55.5% | -45.9% |
| 3Y | +1.7% | +25.7% | -24.0% | -14.3% |
| 5Y | -39.6% | +11.2% | -50.8% | -46.7% |
| All | +455.5% | +20.9% | +434.6% | +355.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling