-39.6%
ZS vs DG
-39.4%
-0.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -8.1% | -6.3% | -1.8% | -7.3% |
| 30D | -8.4% | +2.4% | -10.9% | -8.7% |
| 3M | +31.1% | +12.4% | +18.6% | +29.1% |
| 6M | +4.4% | -14.9% | +19.3% | +5.8% |
| YTD | -27.3% | -6.1% | -21.3% | -27.2% |
| 1Y | -41.4% | +17.9% | -59.2% | -42.9% |
| 3Y | +1.7% | +3.1% | -1.5% | -1.1% |
| 5Y | -39.6% | -38.7% | -0.9% | -30.1% |
| All | -39.6% | -39.4% | -0.2% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling