-43.6%
ZS vs DPZ
-28.0%
-15.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -11.1% | +3.7% | -14.7% | -12.6% |
| 30D | -14.8% | +8.0% | -22.9% | -18.2% |
| 3M | +18.0% | -4.2% | +22.2% | +19.2% |
| 6M | +30.8% | +4.6% | +26.2% | +25.9% |
| YTD | -11.5% | -18.4% | +6.9% | -4.5% |
| 1Y | -37.8% | -16.8% | -21.0% | -33.8% |
| 3Y | +16.6% | -5.0% | +21.6% | +7.2% |
| 5Y | -43.6% | -27.8% | -15.8% | -32.8% |
| All | -43.6% | -28.0% | -15.5% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling