-99.6%
DFNS vs ZTS
-26.9%
-72.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +7.5% | -25.8% | -19.4% |
| 7D | -27.7% | +15.4% | -43.1% | -30.0% |
| 30D | -58.0% | +25.8% | -83.7% | -60.4% |
| 3M | -94.0% | +18.1% | -112.1% | -94.2% |
| 6M | -94.6% | -19.7% | -74.8% | -94.4% |
| YTD | -99.4% | -27.5% | -71.9% | -99.4% |
| 1Y | -99.6% | -26.7% | -72.9% | -99.6% |
| All | -99.6% | -26.9% | -72.7% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling