-44.3%
ZS vs DOV
+29.1%
-73.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.6% | +3.0% | -5.6% | -4.3% |
| 30D | -12.8% | +8.6% | -21.4% | -17.0% |
| 3M | +2.3% | +1.9% | +0.4% | +0.8% |
| 6M | +26.3% | -1.7% | +27.9% | +25.3% |
| YTD | -14.4% | +8.3% | -22.8% | -23.2% |
| 1Y | -37.6% | +16.6% | -54.2% | -47.3% |
| 3Y | +8.0% | +65.1% | -57.1% | -35.2% |
| All | -44.3% | +29.1% | -73.4% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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