-36.7%
ZS vs DVA
+35.1%
-71.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.2% |
| 7D | -7.8% | +1.8% | -9.7% | -7.5% |
| 30D | +5.0% | -2.5% | +7.5% | +4.7% |
| 3M | +25.5% | -4.3% | +29.8% | +26.3% |
| 6M | +8.7% | +18.9% | -10.2% | +16.5% |
| YTD | -24.5% | +61.9% | -86.5% | -11.0% |
| 1Y | -36.7% | +35.7% | -72.4% | -25.0% |
| All | -36.7% | +35.1% | -71.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling