+414.5%
ZS vs DECK
+464.9%
-50.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.0% | -5.0% |
| 7D | -7.8% | -2.2% | -5.6% | -7.1% |
| 30D | +5.0% | -13.6% | +18.6% | +10.3% |
| 3M | +25.5% | -21.2% | +46.8% | +35.7% |
| 6M | +8.7% | -21.1% | +29.8% | +15.6% |
| YTD | -24.5% | -17.2% | -7.3% | -22.2% |
| 1Y | -36.7% | -30.7% | -6.0% | -31.1% |
| 3Y | +7.2% | -3.4% | +10.6% | -9.4% |
| 5Y | -40.9% | +25.5% | -66.5% | -57.8% |
| All | +414.5% | +464.9% | -50.4% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling