+580.1%
ZS vs DOC
+38.9%
+541.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.0% |
| 7D | -12.3% | +8.7% | -21.0% | -14.0% |
| 30D | +11.2% | +7.6% | +3.6% | +9.2% |
| 3M | +37.5% | -5.3% | +42.8% | +38.9% |
| 6M | +57.8% | +27.6% | +30.2% | +47.8% |
| YTD | -0.2% | +32.4% | -32.6% | -7.6% |
| 1Y | -31.6% | +22.9% | -54.5% | -35.6% |
| 3Y | +36.5% | +43.1% | -6.5% | +22.1% |
| 5Y | -32.4% | -21.4% | -11.0% | -31.3% |
| All | +580.1% | +38.9% | +541.2% | +543.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling