-40.4%
ZS vs DRI
+2.2%
-42.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.0% |
| 7D | -3.8% | -4.8% | +1.0% | -5.4% |
| 30D | -6.0% | -3.9% | -2.1% | -7.0% |
| 3M | +32.0% | +5.1% | +26.9% | +34.5% |
| 6M | +2.1% | +5.5% | -3.4% | +4.6% |
| YTD | -26.2% | +16.5% | -42.6% | -22.2% |
| All | -40.4% | +2.2% | -42.6% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling