+74.2%
ZTS vs DAL
+127.0%
-52.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.7% |
| 7D | -0.4% | +8.8% | -9.2% | -2.0% |
| 30D | +11.7% | +5.4% | +6.3% | +10.5% |
| 3M | +3.5% | -4.9% | +8.4% | +4.4% |
| 6M | -27.6% | +19.8% | -47.5% | -30.6% |
| YTD | -35.5% | +27.0% | -62.5% | -39.1% |
| 1Y | -32.1% | +52.5% | -84.5% | -38.3% |
| 3Y | -49.1% | +173.8% | -222.9% | -60.1% |
| 5Y | -61.0% | +104.5% | -165.6% | -68.4% |
| All | +74.2% | +127.0% | -52.7% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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