+395.4%
ZS vs DG
+47.6%
+347.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.3% |
| 7D | -8.1% | -6.3% | -1.8% | -6.7% |
| 30D | -8.4% | +2.4% | -10.9% | -9.0% |
| 3M | +31.1% | +12.4% | +18.6% | +27.2% |
| 6M | +4.4% | -14.9% | +19.3% | +7.7% |
| YTD | -27.3% | -6.1% | -21.3% | -26.9% |
| 1Y | -41.4% | +17.9% | -59.2% | -44.5% |
| 3Y | +1.7% | +3.1% | -1.5% | -5.4% |
| 5Y | -39.6% | -38.7% | -0.9% | -31.6% |
| All | +395.4% | +47.6% | +347.8% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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