-40.0%
ZS vs DOC
-24.5%
-15.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.9% |
| 7D | -7.8% | -1.5% | -6.4% | -7.3% |
| 30D | +5.0% | -4.8% | +9.8% | +6.7% |
| 3M | +25.5% | +6.9% | +18.7% | +22.1% |
| 6M | +8.7% | +20.7% | -12.0% | +0.4% |
| YTD | -24.5% | +34.1% | -58.7% | -33.5% |
| 1Y | -36.7% | +22.6% | -59.3% | -42.3% |
| 3Y | +7.2% | +20.8% | -13.6% | -3.7% |
| All | -40.0% | -24.5% | -15.5% | -31.8% |
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 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