+77.0%
ZTS vs DAL
+128.3%
-51.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -0.6% | +10.7% | -11.3% | -2.6% |
| 30D | +11.0% | +12.5% | -1.5% | +8.4% |
| 3M | +10.9% | +3.6% | +7.3% | +10.0% |
| 6M | +0.9% | +26.7% | -25.8% | -4.3% |
| YTD | -33.0% | +34.3% | -67.3% | -37.5% |
| 1Y | -29.6% | +59.1% | -88.7% | -36.6% |
| 3Y | -49.0% | +179.9% | -228.9% | -60.2% |
| 5Y | -59.5% | +119.1% | -178.6% | -67.6% |
| 10Y | +77.0% | +125.6% | -48.6% | +37.2% |
| All | +77.0% | +128.3% | -51.2% | +37.2% |
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