-4.5%
DASH vs ZTS
-44.9%
+40.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -1.1% |
| 7D | -4.8% | -1.0% | -3.8% | -4.1% |
| 30D | -7.9% | +10.8% | -18.7% | -12.2% |
| 3M | -16.3% | +14.1% | -30.4% | -21.5% |
| 6M | +10.4% | +0.8% | +9.6% | +9.5% |
| YTD | -20.1% | -33.1% | +13.0% | -4.3% |
| 1Y | -11.4% | -30.0% | +18.6% | +3.0% |
| 3Y | +114.1% | -49.5% | +163.6% | +179.4% |
| 5Y | -5.8% | -60.2% | +54.5% | +38.9% |
| All | -4.5% | -44.9% | +40.4% | +20.3% |
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