+403.3%
ZS vs DTE
+107.9%
+295.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.4% | +2.6% |
| 7D | -3.8% | 0.0% | -3.8% | -3.8% |
| 30D | -6.0% | -0.5% | -5.5% | -6.0% |
| 3M | +32.0% | -6.0% | +38.0% | +32.0% |
| 6M | +2.1% | -7.2% | +9.4% | +2.2% |
| YTD | -26.2% | +7.2% | -33.3% | -26.6% |
| 1Y | -41.2% | +4.1% | -45.2% | -41.4% |
| 3Y | +3.3% | +46.9% | -43.6% | +1.1% |
| 5Y | -40.7% | +32.9% | -73.6% | -41.6% |
| All | +403.3% | +107.9% | +295.4% | +467.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling