+483.2%
ZS vs DPZ
+66.8%
+416.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.4% |
| 7D | -2.6% | +2.2% | -4.9% | -3.5% |
| 30D | -12.8% | +15.5% | -28.3% | -18.3% |
| 3M | +2.3% | -2.0% | +4.3% | +2.3% |
| 6M | +26.3% | +12.1% | +14.1% | +18.5% |
| YTD | -14.4% | -16.6% | +2.2% | -9.4% |
| 1Y | -37.6% | -14.6% | -23.1% | -34.8% |
| 3Y | +8.0% | -4.1% | +12.2% | +3.5% |
| 5Y | -44.9% | -28.3% | -16.6% | -40.8% |
| All | +483.2% | +66.8% | +416.4% | +348.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling