+517.8%
ZS vs DECK
+477.6%
+40.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.5% | -7.6% | -8.6% |
| 7D | -17.7% | +6.0% | -23.7% | -19.5% |
| 30D | -3.9% | +7.4% | -11.4% | -6.7% |
| 3M | +26.1% | -11.7% | +37.8% | +30.8% |
| 6M | +44.2% | -11.0% | +55.2% | +47.3% |
| YTD | -9.4% | -15.4% | +6.0% | -7.7% |
| 1Y | -37.1% | +7.2% | -44.3% | -41.8% |
| 3Y | +24.0% | -11.8% | +35.9% | +10.1% |
| 5Y | -39.8% | +24.3% | -64.1% | -56.9% |
| All | +517.8% | +477.6% | +40.2% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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