+804.7%
ON vs ZTS
+197.9%
+606.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | -0.1% |
| 7D | +17.0% | +1.0% | +16.0% | +16.4% |
| 30D | -3.9% | +12.4% | -16.3% | -10.5% |
| 3M | -11.5% | +13.6% | -25.1% | -18.8% |
| 6M | -29.2% | +9.3% | -38.5% | -34.7% |
| YTD | +36.2% | -32.6% | +68.7% | +64.6% |
| 1Y | +49.6% | -30.0% | +79.7% | +76.1% |
| 3Y | +9.4% | -48.7% | +58.2% | +51.7% |
| 5Y | +25.8% | -59.3% | +85.1% | +100.9% |
| 10Y | +557.1% | +79.8% | +477.3% | +383.9% |
| All | +804.7% | +197.9% | +606.8% | +462.6% |
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 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