+0.6%
ZS vs DD
+42.2%
-41.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.4% |
| 7D | -3.8% | -3.8% | -0.1% | -2.7% |
| 30D | -6.0% | -9.2% | +3.2% | -3.2% |
| 3M | +32.0% | -9.0% | +41.0% | +35.6% |
| 6M | +2.1% | -5.0% | +7.1% | +3.2% |
| YTD | -26.2% | +7.4% | -33.5% | -29.1% |
| 1Y | -41.2% | +35.1% | -76.3% | -48.8% |
| All | +0.6% | +42.2% | -41.5% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling