+390.7%
ZS vs DLTR
+31.4%
+359.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.6% | +1.0% | -3.4% |
| 7D | -9.2% | -5.8% | -3.4% | -8.0% |
| 30D | -4.0% | -5.2% | +1.2% | -3.0% |
| 3M | +25.3% | +15.2% | +10.1% | +20.9% |
| 6M | -1.3% | +7.1% | -8.4% | -4.1% |
| YTD | -28.0% | +0.8% | -28.8% | -29.3% |
| 1Y | -42.5% | +24.8% | -67.3% | -46.8% |
| 3Y | +0.7% | +6.9% | -6.2% | -6.4% |
| 5Y | -42.3% | +33.2% | -75.5% | -47.2% |
| All | +390.7% | +31.4% | +359.3% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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