+37.3%
ZS vs DOC
+43.5%
-6.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.7% |
| 7D | -12.3% | +8.7% | -21.0% | -13.3% |
| 30D | +11.2% | +7.6% | +3.6% | +10.0% |
| 3M | +37.5% | -5.3% | +42.8% | +38.5% |
| 6M | +57.8% | +27.6% | +30.2% | +51.1% |
| YTD | -0.2% | +32.4% | -32.6% | -5.4% |
| 1Y | -31.6% | +22.9% | -54.5% | -34.2% |
| All | +37.3% | +43.5% | -6.2% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling