-37.1%
ZS vs DOC
+21.7%
-58.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -8.9% | -9.2% |
| 7D | -17.7% | +6.2% | -24.0% | -17.9% |
| 30D | -3.9% | +6.5% | -10.4% | -4.3% |
| 3M | +26.1% | -6.2% | +32.4% | +26.6% |
| 6M | +44.2% | +25.6% | +18.6% | +42.0% |
| YTD | -9.4% | +32.1% | -41.4% | -11.9% |
| 1Y | -37.1% | +20.3% | -57.3% | -38.8% |
| All | -37.1% | +21.7% | -58.8% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling