+6.4%
OXY vs ZTS
+58.7%
-52.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +2.8% | -3.7% | +6.6% | +4.2% |
| 30D | +5.5% | -0.8% | +6.2% | +5.4% |
| 3M | +11.3% | -9.7% | +21.0% | +14.8% |
| 6M | +11.6% | -38.4% | +50.0% | +29.7% |
| YTD | +51.6% | -41.1% | +92.7% | +79.1% |
| 1Y | +36.2% | -50.6% | +86.8% | +72.0% |
| 3Y | +1.7% | -59.1% | +60.9% | +35.4% |
| 5Y | +164.5% | -62.7% | +227.2% | +257.1% |
| All | +6.4% | +58.7% | -52.3% | -10.2% |
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