+390.7%
ZS vs DVA
+159.2%
+231.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.3% |
| 7D | -9.2% | +2.2% | -11.4% | -9.5% |
| 30D | -4.0% | -2.0% | -2.0% | -3.8% |
| 3M | +25.3% | -6.3% | +31.5% | +25.9% |
| 6M | -1.3% | +19.4% | -20.7% | -4.9% |
| YTD | -28.0% | +58.5% | -86.5% | -34.7% |
| 1Y | -42.5% | +33.9% | -76.4% | -46.2% |
| 3Y | +0.7% | +88.4% | -87.7% | -14.1% |
| 5Y | -42.3% | +39.5% | -81.8% | -48.7% |
| All | +390.7% | +159.2% | +231.5% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling