+11.7%
DASH vs ZTS
-49.6%
+61.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | -10.6% | -2.0% | -8.6% | -9.7% |
| 30D | +2.2% | +1.9% | +0.2% | +0.8% |
| 3M | +32.3% | -4.0% | +36.3% | +34.2% |
| 6M | +19.1% | -39.1% | +58.2% | +49.3% |
| YTD | -6.5% | -38.8% | +32.3% | +16.7% |
| 1Y | -14.9% | -49.6% | +34.7% | +17.3% |
| 3Y | +151.9% | -59.0% | +210.9% | +277.8% |
| 5Y | +9.4% | -61.8% | +71.2% | +65.6% |
| All | +11.7% | -49.6% | +61.3% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling