-5.2%
DASH vs ZTS
-46.8%
+41.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.5% |
| 7D | +0.4% | -0.4% | +0.8% | +1.0% |
| 30D | -6.0% | +11.7% | -17.8% | -10.7% |
| 3M | -15.8% | +3.5% | -19.2% | -17.2% |
| 6M | +7.0% | -27.6% | +34.6% | +22.5% |
| YTD | -20.7% | -35.5% | +14.8% | -3.2% |
| 1Y | -8.5% | -32.1% | +23.5% | +8.0% |
| 3Y | +101.8% | -49.1% | +150.9% | +157.9% |
| 5Y | -9.6% | -61.0% | +51.5% | +35.2% |
| All | -5.2% | -46.8% | +41.6% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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