+487.3%
ZS vs DPZ
+60.4%
+426.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -13.7% | -3.5% | -10.1% | -12.3% |
| 30D | -14.2% | +5.7% | -19.9% | -16.5% |
| 3M | +8.5% | -7.5% | +16.0% | +11.2% |
| 6M | +30.2% | +6.2% | +24.0% | +25.0% |
| YTD | -13.8% | -19.8% | +5.9% | -7.3% |
| 1Y | -41.5% | -18.0% | -23.5% | -37.8% |
| 3Y | +10.7% | -8.8% | +19.5% | +8.4% |
| 5Y | -43.6% | -30.2% | -13.4% | -38.7% |
| All | +487.3% | +60.4% | +426.8% | +358.7% |
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