-37.8%
ZS vs DOC
+20.9%
-58.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.1% |
| 7D | -16.9% | +6.5% | -23.4% | -17.1% |
| 30D | -7.4% | +9.2% | -16.6% | -7.8% |
| 3M | +21.6% | -2.5% | +24.1% | +21.7% |
| 6M | +42.4% | +7.1% | +35.3% | +42.0% |
| YTD | -12.1% | +33.0% | -45.1% | -14.4% |
| 1Y | -37.8% | +23.3% | -61.1% | -39.7% |
| All | -37.8% | +20.9% | -58.8% | -39.7% |
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