+483.2%
ZS vs DG
+61.7%
+421.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | -12.8% | +3.2% | -16.1% | -13.8% |
| 3M | +2.3% | +10.4% | -8.1% | -0.5% |
| 6M | +26.3% | +33.2% | -6.9% | +17.2% |
| YTD | -14.4% | +3.0% | -17.4% | -16.1% |
| 1Y | -37.6% | +31.2% | -68.9% | -42.6% |
| 3Y | +8.0% | +21.8% | -13.8% | -4.8% |
| 5Y | -44.9% | -35.0% | -9.9% | -38.0% |
| All | +483.2% | +61.7% | +421.5% | +281.0% |
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