+414.5%
ZS vs DD
+29.0%
+385.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | -7.8% | -3.5% | -4.3% | -6.7% |
| 30D | +5.0% | -10.3% | +15.4% | +8.8% |
| 3M | +25.5% | -7.5% | +33.1% | +28.6% |
| 6M | +8.7% | -8.0% | +16.7% | +11.0% |
| YTD | -24.5% | +10.5% | -35.0% | -27.9% |
| 1Y | -36.7% | +38.3% | -75.0% | -44.5% |
| 3Y | +7.2% | +42.5% | -35.3% | -8.8% |
| 5Y | -40.9% | +60.2% | -101.1% | -51.9% |
| All | +414.5% | +29.0% | +385.5% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling