+361.0%
ORLY vs ZTS
+58.7%
+302.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -3.7% | +1.4% | -1.1% |
| 30D | -6.8% | -0.8% | -6.0% | -6.6% |
| 3M | -4.8% | -9.7% | +5.0% | -1.9% |
| 6M | -9.1% | -38.4% | +29.3% | +4.9% |
| YTD | -5.9% | -41.1% | +35.2% | +10.0% |
| 1Y | -20.4% | -50.6% | +30.2% | -1.6% |
| 3Y | +36.6% | -59.1% | +95.7% | +76.9% |
| 5Y | +117.3% | -62.7% | +180.0% | +188.2% |
| All | +361.0% | +58.7% | +302.3% | +272.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling