+398.6%
ZS vs DKS
+397.7%
+0.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -3.1% | -3.0% | -0.1% | -2.3% |
| 30D | -7.2% | -33.4% | +26.2% | +1.6% |
| 3M | +30.5% | -39.4% | +69.8% | +46.0% |
| 6M | +7.0% | -30.1% | +37.1% | +15.0% |
| YTD | -26.8% | -31.0% | +4.1% | -21.3% |
| 1Y | -42.6% | -40.2% | -2.4% | -36.2% |
| 3Y | -0.3% | +30.9% | -31.3% | -12.3% |
| 5Y | -39.2% | +14.0% | -53.2% | -47.7% |
| All | +398.6% | +397.7% | +0.9% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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