+499.0%
ZS vs DECK
+470.8%
+28.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.7% |
| 7D | -16.9% | +5.8% | -22.6% | -18.6% |
| 30D | -7.4% | +7.9% | -15.3% | -10.2% |
| 3M | +21.6% | -11.4% | +33.0% | +25.9% |
| 6M | +42.4% | -16.6% | +58.9% | +49.0% |
| YTD | -12.1% | -16.4% | +4.2% | -10.2% |
| 1Y | -37.8% | +8.6% | -46.5% | -42.9% |
| 3Y | +20.9% | -15.1% | +36.0% | +9.1% |
| 5Y | -41.6% | +22.9% | -64.5% | -58.0% |
| All | +499.0% | +470.8% | +28.1% | +125.1% |
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