+398.6%
ZS vs DGX
+165.2%
+233.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.1% |
| 7D | -3.1% | -0.9% | -2.2% | -2.8% |
| 30D | -7.2% | -1.2% | -6.1% | -6.9% |
| 3M | +30.5% | +15.8% | +14.7% | +24.6% |
| 6M | +7.0% | +18.2% | -11.2% | +1.2% |
| YTD | -26.8% | +37.2% | -64.0% | -34.4% |
| 1Y | -42.6% | +30.4% | -73.0% | -47.7% |
| 3Y | -0.3% | +96.7% | -97.0% | -22.7% |
| 5Y | -39.2% | +67.2% | -106.4% | -50.2% |
| All | +398.6% | +165.2% | +233.4% | +259.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling