-7.0%
DASH vs ZTS
-61.3%
+54.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.6% |
| 7D | +0.4% | -0.4% | +0.8% | +1.0% |
| 30D | -6.0% | +11.7% | -17.8% | -10.9% |
| 3M | -15.8% | +3.5% | -19.2% | -17.3% |
| 6M | +7.0% | -27.6% | +34.6% | +23.3% |
| YTD | -20.7% | -35.5% | +14.8% | -2.2% |
| 1Y | -8.5% | -32.1% | +23.5% | +8.9% |
| 3Y | +101.8% | -49.1% | +150.9% | +158.5% |
| All | -7.0% | -61.3% | +54.3% | +62.9% |
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