+2.1%
ZS vs DVA
+22.0%
-19.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.7% |
| 7D | -3.8% | +2.0% | -5.9% | -3.6% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | +32.0% | -7.7% | +39.7% | +32.8% |
| 6M | +2.1% | +20.0% | -17.8% | +8.2% |
| All | +2.1% | +22.0% | -19.9% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling