+580.1%
ZS vs DECK
+486.6%
+93.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.0% | -6.3% | -2.3% |
| 7D | -12.3% | +10.4% | -22.6% | -15.3% |
| 30D | +11.2% | +11.1% | +0.1% | +6.8% |
| 3M | +37.5% | -10.8% | +48.3% | +42.1% |
| 6M | +57.8% | -8.7% | +66.6% | +59.8% |
| YTD | -0.2% | -14.0% | +13.8% | +1.0% |
| 1Y | -31.6% | +12.0% | -43.7% | -37.9% |
| 3Y | +36.5% | -10.5% | +47.0% | +20.5% |
| 5Y | -32.4% | +28.5% | -60.9% | -52.1% |
| All | +580.1% | +486.6% | +93.5% | +153.1% |
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