-99.9%
DFNS vs ZTS
-44.5%
-55.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.2% |
| 7D | -16.0% | -2.0% | -14.0% | -17.1% |
| 30D | -77.7% | +1.9% | -79.6% | -77.5% |
| 3M | -77.2% | -4.0% | -73.2% | -77.3% |
| 6M | -95.2% | -39.1% | -56.1% | -96.6% |
| YTD | -98.0% | -38.8% | -59.2% | -98.6% |
| 1Y | -98.3% | -49.6% | -48.7% | -99.0% |
| 3Y | -99.9% | -59.0% | -40.9% | -99.9% |
| 5Y | -99.9% | -61.8% | -38.1% | -99.9% |
| All | -99.9% | -44.5% | -55.3% | -99.9% |
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 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