+414.5%
ZS vs DKS
+412.8%
+1.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -7.8% | +3.0% | -10.8% | -8.5% |
| 30D | +5.0% | -30.5% | +35.6% | +13.7% |
| 3M | +25.5% | -35.7% | +61.2% | +38.3% |
| 6M | +8.7% | -29.7% | +38.4% | +16.7% |
| YTD | -24.5% | -28.9% | +4.3% | -19.5% |
| 1Y | -36.7% | -35.9% | -0.8% | -30.9% |
| 3Y | +7.2% | +28.2% | -20.9% | -5.2% |
| 5Y | -40.9% | +11.8% | -52.7% | -49.3% |
| All | +414.5% | +412.8% | +1.7% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling