-36.7%
ZS vs DGX
+33.7%
-70.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.5% |
| 7D | -7.8% | -2.3% | -5.5% | -7.8% |
| 30D | +5.0% | +0.6% | +4.5% | +5.1% |
| 3M | +25.5% | +21.4% | +4.1% | +25.6% |
| 6M | +8.7% | +14.7% | -6.0% | +8.9% |
| YTD | -24.5% | +38.4% | -62.9% | -26.1% |
| 1Y | -36.7% | +34.0% | -70.7% | -36.7% |
| All | -36.7% | +33.7% | -70.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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