-42.2%
ZS vs DRI
+75.0%
-117.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -13.4% | +4.2% | -17.6% | -15.0% |
| 30D | -16.6% | +15.7% | -32.3% | -22.2% |
| 3M | +10.3% | +5.8% | +4.6% | +6.9% |
| 6M | +28.1% | +18.4% | +9.7% | +16.6% |
| YTD | -13.3% | +28.2% | -41.5% | -26.2% |
| 1Y | -40.7% | +35.9% | -76.6% | -51.4% |
| 3Y | +11.4% | +67.7% | -56.4% | -27.1% |
| 5Y | -42.2% | +77.9% | -120.1% | -68.4% |
| All | -42.2% | +75.0% | -117.2% | -68.4% |
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