+398.6%
ZS vs DTE
+102.6%
+296.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.6% |
| 7D | -3.1% | -2.6% | -0.5% | -3.1% |
| 30D | -7.2% | -4.4% | -2.8% | -7.2% |
| 3M | +30.5% | -8.3% | +38.8% | +30.5% |
| 6M | +7.0% | -8.1% | +15.1% | +6.9% |
| YTD | -26.8% | +4.4% | -31.3% | -27.2% |
| 1Y | -42.6% | +0.2% | -42.8% | -42.8% |
| 3Y | -0.3% | +42.6% | -42.9% | -2.4% |
| 5Y | -39.2% | +31.5% | -70.7% | -40.2% |
| All | +398.6% | +102.6% | +296.0% | +462.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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