-40.7%
ZS vs DOV
+16.3%
-57.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.6% |
| 7D | -3.8% | +1.3% | -5.2% | -4.7% |
| 30D | -6.0% | -8.6% | +2.7% | -1.0% |
| 3M | +32.0% | -13.1% | +45.1% | +41.7% |
| 6M | +2.1% | -8.8% | +11.0% | +4.1% |
| YTD | -26.2% | -1.2% | -24.9% | -29.8% |
| 1Y | -41.2% | +10.7% | -51.9% | -49.2% |
| 3Y | +3.3% | +39.3% | -36.0% | -29.4% |
| 5Y | -40.7% | +16.4% | -57.2% | -55.7% |
| All | -40.7% | +16.3% | -57.1% | -55.7% |
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