+487.3%
ZS vs DRI
+212.9%
+274.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -13.7% | -0.7% | -12.9% | -13.5% |
| 30D | -14.2% | +14.7% | -28.9% | -16.6% |
| 3M | +8.5% | +5.4% | +3.1% | +7.2% |
| 6M | +30.2% | +18.8% | +11.3% | +25.1% |
| YTD | -13.8% | +28.4% | -42.2% | -19.1% |
| 1Y | -41.5% | +37.7% | -79.2% | -45.9% |
| 3Y | +10.7% | +68.0% | -57.2% | -2.8% |
| 5Y | -43.6% | +78.8% | -122.4% | -51.6% |
| All | +487.3% | +212.9% | +274.4% | +454.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling