-40.0%
ZS vs DECK
+25.5%
-65.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.0% | -5.1% |
| 7D | -7.8% | -2.2% | -5.6% | -7.0% |
| 30D | +5.0% | -13.6% | +18.6% | +10.8% |
| 3M | +25.5% | -21.2% | +46.8% | +36.6% |
| 6M | +8.7% | -21.1% | +29.8% | +16.2% |
| YTD | -24.5% | -17.2% | -7.3% | -22.1% |
| 1Y | -36.7% | -30.7% | -6.0% | -30.3% |
| 3Y | +7.2% | -3.4% | +10.6% | -22.1% |
| All | -40.0% | +25.5% | -65.5% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling