+554.0%
ZS vs DBX
+15.6%
+538.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | -2.6% | -3.3% | +0.6% | -1.0% |
| 30D | -12.8% | -5.9% | -7.0% | -9.8% |
| 3M | +2.3% | -6.7% | +9.0% | +6.2% |
| 6M | +26.3% | +28.0% | -1.7% | +10.6% |
| YTD | -14.4% | +20.6% | -35.0% | -22.9% |
| 1Y | -37.6% | +10.3% | -47.9% | -41.2% |
| 3Y | +8.0% | +24.0% | -16.0% | -8.7% |
| 5Y | -44.9% | +24.2% | -69.1% | -52.9% |
| All | +554.0% | +15.6% | +538.4% | +448.1% |
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 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