-38.6%
ZS vs DBX
+7.0%
-45.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +0.7% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | -6.0% | 0.0% | -6.0% | -5.9% |
| 3M | +32.0% | +26.1% | +5.9% | +9.2% |
| 6M | +2.1% | +29.4% | -27.2% | -17.3% |
| YTD | -26.2% | +24.4% | -50.6% | -38.2% |
| 1Y | -41.2% | +10.9% | -52.0% | -46.7% |
| 3Y | +3.3% | +24.1% | -20.8% | -23.7% |
| All | -38.6% | +7.0% | -45.7% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling