-39.6%
ZS vs DD
+57.4%
-97.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -8.1% | -2.9% | -5.1% | -6.8% |
| 30D | -8.4% | -11.5% | +3.1% | -2.9% |
| 3M | +31.1% | -5.4% | +36.5% | +34.1% |
| 6M | +4.4% | -6.9% | +11.3% | +6.9% |
| YTD | -27.3% | +6.9% | -34.2% | -31.6% |
| 1Y | -41.4% | +35.6% | -77.0% | -52.4% |
| 3Y | +1.7% | +42.5% | -40.9% | -23.5% |
| 5Y | -39.6% | +58.5% | -98.1% | -57.4% |
| All | -39.6% | +57.4% | -97.0% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling