-42.3%
ZS vs DRI
+70.3%
-112.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -3.8% |
| 7D | -9.2% | -1.2% | -8.0% | -8.7% |
| 30D | -4.0% | -0.4% | -3.6% | -4.2% |
| 3M | +25.3% | +9.5% | +15.8% | +19.1% |
| 6M | -1.3% | +6.5% | -7.7% | -6.0% |
| YTD | -28.0% | +18.4% | -46.4% | -36.1% |
| 1Y | -42.5% | +4.2% | -46.7% | -45.5% |
| 3Y | +0.7% | +57.1% | -56.4% | -31.2% |
| 5Y | -42.3% | +70.4% | -112.7% | -66.1% |
| All | -42.3% | +70.3% | -112.6% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling