-5.8%
DASH vs ZTS
-59.8%
+54.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -1.2% |
| 7D | -4.8% | -1.0% | -3.8% | -4.0% |
| 30D | -7.9% | +10.8% | -18.7% | -12.4% |
| 3M | -16.3% | +14.1% | -30.4% | -21.8% |
| 6M | +10.4% | +0.8% | +9.6% | +9.5% |
| YTD | -20.1% | -33.1% | +13.0% | -3.4% |
| 1Y | -11.4% | -30.0% | +18.6% | +3.8% |
| 3Y | +114.1% | -49.5% | +163.6% | +181.7% |
| 5Y | -5.8% | -60.2% | +54.5% | +60.6% |
| All | -5.8% | -59.8% | +54.0% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling