+483.2%
ZS vs DD
+50.8%
+432.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -2.6% | +5.0% | -7.6% | -4.2% |
| 30D | -12.8% | +19.7% | -32.5% | -17.9% |
| 3M | +2.3% | +7.2% | -4.9% | -0.3% |
| 6M | +26.3% | +1.0% | +25.2% | +25.7% |
| YTD | -14.4% | +29.1% | -43.5% | -22.6% |
| 1Y | -37.6% | +28.5% | -66.1% | -43.5% |
| 3Y | +8.0% | +89.4% | -81.4% | -16.6% |
| 5Y | -44.9% | +67.1% | -112.0% | -56.5% |
| All | +483.2% | +50.8% | +432.5% | +401.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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