+395.4%
ZS vs DRI
+181.3%
+214.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -8.1% | -4.8% | -3.2% | -7.2% |
| 30D | -8.4% | -5.2% | -3.2% | -7.7% |
| 3M | +31.1% | +2.7% | +28.3% | +30.0% |
| 6M | +4.4% | +3.6% | +0.8% | +2.9% |
| YTD | -27.3% | +15.4% | -42.7% | -30.2% |
| 1Y | -41.4% | +1.3% | -42.6% | -42.3% |
| 3Y | +1.7% | +53.1% | -51.4% | -9.1% |
| 5Y | -39.6% | +64.6% | -104.1% | -47.1% |
| All | +395.4% | +181.3% | +214.1% | +377.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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