+390.7%
ZS vs DPZ
+62.8%
+328.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -3.0% | -3.9% |
| 7D | -9.2% | -1.5% | -7.8% | -8.6% |
| 30D | -4.0% | -4.4% | +0.4% | -2.5% |
| 3M | +25.3% | +7.6% | +17.7% | +20.3% |
| 6M | -1.3% | -16.9% | +15.7% | +5.6% |
| YTD | -28.0% | -18.6% | -9.4% | -22.6% |
| 1Y | -42.5% | -26.7% | -15.8% | -35.5% |
| 3Y | +0.7% | -9.3% | +10.0% | -0.7% |
| 5Y | -42.3% | -31.0% | -11.3% | -36.9% |
| All | +390.7% | +62.8% | +328.0% | +282.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling