-8.9%
DASH vs ZTS
-44.4%
+35.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | -4.1% | +1.0% | -5.1% | -4.7% |
| 30D | -10.6% | +12.4% | -23.0% | -15.4% |
| 3M | -18.8% | +13.6% | -32.4% | -23.6% |
| 6M | +11.2% | +9.3% | +1.9% | +6.0% |
| YTD | -23.8% | -32.6% | +8.8% | -9.1% |
| 1Y | -12.2% | -30.0% | +17.9% | +2.2% |
| 3Y | +97.3% | -48.7% | +146.0% | +154.9% |
| 5Y | -29.8% | -59.3% | +29.5% | +2.7% |
| All | -8.9% | -44.4% | +35.5% | +14.3% |
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