+390.7%
ZS vs DG
+53.4%
+337.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -3.7% |
| 7D | -9.2% | -2.5% | -6.8% | -8.7% |
| 30D | -4.0% | +1.0% | -5.0% | -4.3% |
| 3M | +25.3% | +20.3% | +5.0% | +19.7% |
| 6M | -1.3% | -11.7% | +10.4% | +1.0% |
| YTD | -28.0% | -2.3% | -25.7% | -28.2% |
| 1Y | -42.5% | +20.0% | -62.5% | -45.8% |
| 3Y | +0.7% | +7.2% | -6.5% | -7.1% |
| 5Y | -42.3% | -37.9% | -4.4% | -34.3% |
| All | +390.7% | +53.4% | +337.3% | +226.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling