-41.4%
ZS vs DG
+20.1%
-61.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -8.1% | -6.3% | -1.8% | -7.2% |
| 30D | -8.4% | +2.4% | -10.9% | -8.7% |
| 3M | +31.1% | +12.4% | +18.6% | +28.9% |
| 6M | +4.4% | -14.9% | +19.3% | +2.5% |
| YTD | -27.3% | -6.1% | -21.3% | -28.1% |
| 1Y | -41.4% | +17.9% | -59.2% | -40.0% |
| All | -41.4% | +20.1% | -61.4% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling