+450.3%
ZS vs DBX
+16.6%
+433.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -2.9% |
| 7D | -9.2% | -1.3% | -7.9% | -8.4% |
| 30D | -4.0% | -2.9% | -1.1% | -2.2% |
| 3M | +25.3% | +23.8% | +1.4% | +11.0% |
| 6M | -1.3% | +26.2% | -27.5% | -13.2% |
| YTD | -28.0% | +21.6% | -49.6% | -35.2% |
| 1Y | -42.5% | +11.4% | -53.9% | -46.2% |
| 3Y | +0.7% | +21.3% | -20.5% | -13.3% |
| 5Y | -42.3% | +6.7% | -49.0% | -47.9% |
| All | +450.3% | +16.6% | +433.7% | +360.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling