+189.6%
ZTS vs D
+123.8%
+65.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | -0.4% | +3.0% | -3.4% | -1.4% |
| 30D | +11.7% | +11.5% | +0.2% | +7.5% |
| 3M | +3.5% | +3.7% | -0.3% | +2.1% |
| 6M | -27.6% | +13.5% | -41.2% | -31.1% |
| YTD | -35.5% | +20.7% | -56.2% | -40.1% |
| 1Y | -32.1% | +18.2% | -50.3% | -36.5% |
| 3Y | -49.1% | +73.3% | -122.4% | -59.3% |
| 5Y | -61.0% | +12.3% | -73.3% | -63.7% |
| 10Y | +74.4% | +43.4% | +31.0% | +49.6% |
| All | +189.6% | +123.8% | +65.8% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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