+403.3%
ZS vs DGX
+165.7%
+237.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -3.8% | -2.2% | -1.6% | -3.2% |
| 30D | -6.0% | -0.9% | -5.1% | -5.7% |
| 3M | +32.0% | +15.6% | +16.4% | +26.1% |
| 6M | +2.1% | +17.8% | -15.7% | -3.2% |
| YTD | -26.2% | +37.5% | -63.6% | -33.8% |
| 1Y | -41.2% | +31.2% | -72.3% | -46.5% |
| 3Y | +3.3% | +96.6% | -93.3% | -19.8% |
| 5Y | -40.7% | +64.9% | -105.6% | -51.3% |
| All | +403.3% | +165.7% | +237.7% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling