-39.8%
ZS vs DOC
-22.1%
-17.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.2% | -8.9% | -9.1% |
| 7D | -17.7% | +6.2% | -24.0% | -19.5% |
| 30D | -3.9% | +6.5% | -10.4% | -6.2% |
| 3M | +26.1% | -6.2% | +32.4% | +28.6% |
| 6M | +44.2% | +25.6% | +18.6% | +30.6% |
| YTD | -9.4% | +32.1% | -41.4% | -20.1% |
| 1Y | -37.1% | +20.3% | -57.3% | -42.3% |
| 3Y | +24.0% | +42.7% | -18.7% | -1.2% |
| 5Y | -39.8% | -22.2% | -17.6% | -27.3% |
| All | -39.8% | -22.1% | -17.7% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling